[ FreeCourseWeb ] Financial Econometrics by Yiu-Kuen Tse

[ FreeCourseWeb.com ] Financial Econometrics by Yiu-Kuen Tse

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English | PDF | 2019 | 138 Pages | ISBN : 3039216260 | 9 MB

Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.

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