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Open AccessBook Review

High-Frequency Financial Econometrics

Global Head of Market Risk Analytics, Zurich Investment Management, 8002 Zurich, Switzerland
Academic Editor: Mark L. Richter
Received: 9 February 2016 / Accepted: 22 February 2016 / Published: 26 February 2016
(This article belongs to the Collection Book Review Section)
Full-Text   |   PDF [250 KB, uploaded 26 February 2016]
Note: In lieu of an abstract, this is an excerpt from the first page.


This book is fundamentally about the estimation of risk.[...] View Full-Text
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

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Thompson, H. High-Frequency Financial Econometrics. Risks 2016, 4, 5.

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