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Record Nr. |
UNINA9910557897503321 |
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Autore |
Swanson Norman R |
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Titolo |
Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data |
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Pubbl/distr/stampa |
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
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Descrizione fisica |
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1 electronic resource (196 p.) |
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Soggetti |
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Economics, finance, business & management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Sommario/riassunto |
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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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