Financial Econometrics

Financial Econometrics
ISBN-10
3039216260
ISBN-13
9783039216260
Series
Financial Econometrics
Category
Business & Economics
Pages
136
Language
English
Published
2019-10-14
Publisher
MDPI
Author
Yiu-kuen Tse

Description

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.

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