Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data PDF Author: Norman R. Swanson
Publisher: MDPI
ISBN: 303650852X
Category : Business & Economics
Languages : en
Pages : 196

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Book Description
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.