Financial Econometrics

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.

• | Author: Yiu-Kuen Tse
• | Publisher: Mdpi Ag
• | Publication Date: Oct 09, 2019
• | Number of Pages: 136 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 3039216260
• | ISBN-13: 9783039216260