Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
Download or Read eBook Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data PDF written by Norman R. Swanson and published by MDPI. This book was released on 2021-08-31 with total page 196 pages. Available in PDF, EPUB and Kindle.
| Author | : Norman R. Swanson |
| Publisher | : MDPI |
| Total Pages | : 196 |
| Release | : 2021-08-31 |
| ISBN-10 | : 9783036508528 |
| ISBN-13 | : 303650852X |
| Rating | : 4/5 (28 Downloads) |
Book Synopsis Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data by : Norman R. Swanson
Book excerpt: Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.
