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Applied Quantitative Finance
by
Wolfgang Karl Härdle
(Editor)
,
Nikolaus Hautsch
(Editor)
,
Ludger Overbeck
(Editor)
3.75 avg rating — 4 ratings
— published 2002 —
9 editions
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Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems, 539)
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— published 2004
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Econometrics of Financial High-Frequency Data
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— published 2011 —
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Econometrics of Financial Highfrequency Data
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— published 2012
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Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models
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Econometrics of Financial High-Frequency Data (Paperback)--by Nikolaus Hautsch [2013 Edition]
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