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High-frequency financial econometrics
Yacine Aït-Sahalia
, Jean Jacod
Economics
Bendheim Center for Finance
Center for Statistics & Machine Learning
Research output
:
Book/Report
›
Book
204
Scopus citations
Overview
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Dive into the research topics of 'High-frequency financial econometrics'. Together they form a unique fingerprint.
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Business & Economics
Financial Econometrics
100%
Financial Data
51%
High-frequency Trading
46%
Jump
40%
Econometric Methods
39%
Market Microstructure Noise
26%
Jump Process
24%
Jeans
21%
Stochastic Processes
18%
Trading Strategies
17%
Statistical Methods
17%
Testing
14%
Econometrics
14%