Editor's introduction: recent developments in high frequency financial econometrics

Luc Bauwens, Winfried Pohlmeier and David Veredas
Additional contact information
Winfried Pohlmeier: University of Konstanz
David Veredas: Université Libre des Bruxelles

A chapter in High Frequency Financial Econometrics, 2008, pp 1-5 from Springer

Abstract: This paragraph is a virtual copy of the one in p. 2 of Frisch's Editor Note on Econometrica Vol. 1, No. 1. The only difference is that economics has been replaced by finance, economic by financial, econometrics by financial econometrics.

Keywords: Market Risk; Market Maker; Exchange Rate Volatility; Order Book; High Frequency Data (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:stecpp:978-3-7908-1992-2_1

Ordering information: This item can be ordered from
http://www.springer.com/9783790819922

DOI: 10.1007/978-3-7908-1992-2_1

Access Statistics for this chapter

More chapters in Studies in Empirical Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().