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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
- Format:
- Book
- Author/Creator:
- Swanson, Norman R., Editor.
- Language:
- English
- Physical Description:
- 1 online resource (196 p.)
- Place of Publication:
- Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
- Language Note:
- English
- 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.
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