High-frequency financial econometrics :: Yacine Aït-Sahalia :: ISBN 9780691161433 :: Princeton University Press 2014 :: OBNB, the Open British National Bibliography

Publication Data

Title High-frequency financial econometrics
Author Yacine Aït-Sahalia
Contributor Jean Jacod
Publisher Princeton University Press
Publication date 2014
Publication location Princeton
Language English

Topics

Finance :: Econometric models
016798348

Catalogue Data

OBNB ID GBB479217
ISBN 10 0691161437
ISBN 13 9780691161433
Type BibliographicResource, Book
Dewey Classification 332.015195

ISBD

P1053 xxiv, 659 pages
P1042 Includes bibliographical references (pages 633-656) and index.

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High-frequency financial econometrics by Yacine Aït-Sahalia. ISBN 9780691161433. Published by Princeton University Press in 2014. Publication and catalogue information, links to buy online and reader comments.