Reprint
Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
Edited by
June 2021
196 pages
- ISBN 978-3-0365-0852-8 (Hardback)
- ISBN 978-3-0365-0853-5 (PDF)
This is a Reprint of the Special Issue Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data that was published in
Business & Economics
Computer Science & Mathematics
Summary
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.