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High-Frequency Statistics with Asynchronous and Irregular Data
- Binding:
- Paperback
- Pages:
- 323
- Published:
- November 13, 2019
- Edition:
- 12019
- Dimensions:
- 148x210x0 mm.
- Weight:
- 454 g.
Delivery:
2-4 weeks
Expected delivery: December 21, 2024
Extended return policy to January 30, 2025
Description of High-Frequency Statistics with Asynchronous and Irregular Data
Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations.
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