Reprint
Financial Econometrics
Edited by
October 2019
136 pages
- ISBN978-3-03921-626-0 (Paperback)
- ISBN978-3-03921-627-7 (PDF)
This is a Reprint of the Special Issue Financial Econometrics that was published in
Business & Economics
Computer Science & Mathematics
Summary
Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.