High-frequency financial econometrics

Keyphrases

• Financial Econometrics 100%
• Econometric Methods 100%
• High-frequency Financial Data 100%
• High-frequency Trading 100%
• Volatility 50%
• Market Microstructure Noise 50%
• Stochastic Processes 50%
• Statistical Methods 50%
• Jump Process 50%
• Technological Progress 50%
• Jeans 50%
• Mathematical Foundations 50%
• Trading Practice 50%
• Primary Characteristics 50%
• High Frequency Econometric 50%
• Financial Data 50%

Economics, Econometrics and Finance

• Econometrics 100%
• Financial Econometrics 100%
• Volatility 33%
• Market Microstructure 33%