High-Frequency Financial Econometrics
Yacine Aït-Sahalia is the Otto A. Hack 1903 Professor of Finance and Economics and director of the Bendheim Center for Finance at Princeton University. He is the coeditor of the Handbook of Financial Econometrics . Jean Jacod is professor at the Institut de Mathématiques de Jussieu in Paris. His books include Discretization of Processes .
Weiterlesen weniger lesen