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High-Frequency Financial Econometrics

Harley Thompson
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Harley Thompson: Global Head of Market Risk Analytics, Zurich Investment Management, 8002 Zurich, Switzerland

Risks, 2016, vol. 4, issue 1, 1-3

Abstract: This book is fundamentally about the estimation of risk.[...]

Keywords: n/a (search for similar items in EconPapers)
JEL-codes: C G0 G1 G2 G3 K2 M2 M4 (search for similar items in EconPapers)
Date: 2016
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