£76.38

Physica High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)

Price data last checked 40 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the most expensive it has ever been. Walk away.

£76 today · previous high £76 · all-time low £76

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 51 days • 51 data points (No recent data available)

Historical
Generating forecast...
£76.38 £75.79 £75.92 £76.05 £76.17 £76.30 £76.43 05 April 2026 17 April 2026 30 April 2026 12 May 2026 25 May 2026

Price Distribution

Price distribution over 51 days • 1 price levels

Days at Price
51 days 0 13 26 38 51 £76 Days at Price

Price Analysis

Most common price: £76 (51 days, 100.0%)

Price range: £76 - £76

Price levels: 1 different prices over 51 days

Description

Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals. From the Back Cover This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit order aggressiveness in pure limit order book markets. The chapters on tick-by-tick data present statistical techniques for the analysis of the discrete nature of price movements, the intraday seasonal patterns of financial durations, and the joint probability law of prices, volume and durations. Bond markets are brought into focus through the analysis of macroeconomic announcements in the future bond market as a function of the business cycle. Exchange markets are examined from two perspectives: the study of the impact of information arrival on exchange rate volatility and the uncovering of chartist patterns in the euro/dollar exchange rate. Last, dynamic modelling of large dimensional covariance matrices is also presented. Shedding light on some of the most relevant open questions in the analysis of high frequency data, this volume will be of interest to graduate students, researchers and industry professionals.

Product Specifications

Brand
Physica
Format
paperback
Domain
Amazon UK
Release Date
19 October 2010
Listed Since
20 September 2010

Barcode

No barcode data available

Similar Products You Might Like

The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications (Contributions to Management Science)
85% match

The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications (Contributions to Management Science)

Physica

£75.68 24 May 2026
Empirical Science of Financial Fluctuations: The Advent of Econophysics
83% match

Empirical Science of Financial Fluctuations: The Advent of Econophysics

Springer

£76.38 02 Jul 2026
Hidden Markov Models: Applications to Financial Economics: 40 (Advanced Studies in Theoretical and Applied Econometrics, 40)
81% match

Hidden Markov Models: Applications to Financial Economics: 40 (Advanced Studies in Theoretical and Applied Econometrics, 40)

Springer

£74.97 04 Jul 2026
Financial Econometrics and Empirical Market Microstructure
81% match

Financial Econometrics and Empirical Market Microstructure

Springer

£91.95 29 May 2026
Empirical Economic and Financial Research: Theory, Methods and Practice: 48 (Advanced Studies in Theoretical and Applied Econometrics, 48)
81% match

Empirical Economic and Financial Research: Theory, Methods and Practice: 48 (Advanced Studies in Theoretical and Applied Econometrics, 48)

Springer

£76.26 18 May 2026
Financial Market Analytics
80% match

Financial Market Analytics

By

£64.50 12 Jun 2026
Emerging Bond Markets: Shedding Light on Trends and Patterns (Routledge Studies in the Modern World Economy)
80% match

Emerging Bond Markets: Shedding Light on Trends and Patterns (Routledge Studies in the Modern World Economy)

Routledge

£137.76 24 May 2026
Fixed Income Modelling
80% match

Fixed Income Modelling

Oxford University Press

£51.84 30 May 2026
Financial Liberalization in Developing Countries: Issues, Time Series Analyses and Policy Implications (Contributions to Economics)
80% match

Financial Liberalization in Developing Countries: Issues, Time Series Analyses and Policy Implications (Contributions to Economics)

Physica

£107.98 25 May 2026
Financial Market Integration and Growth: Structural Change and Economic Dynamics in the European Union
80% match

Financial Market Integration and Growth: Structural Change and Economic Dynamics in the European Union

Springer

£76.38 05 Jun 2026
The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium
80% match

The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium

Springer

£109.36 25 May 2026
Analysing Intraday Implied Volatility for Pricing Currency Options (Contributions to Finance and Accounting)
80% match

Analysing Intraday Implied Volatility for Pricing Currency Options (Contributions to Finance and Accounting)

Springer

£75.34 17 May 2026
Introduction to Econophysics: Correlations and Complexity in Finance
79% match

Introduction to Econophysics: Correlations and Complexity in Finance

Cambridge University Press

£40.83 26 May 2026
Open Market Operations and Financial Markets (Routledge International Studies in Money and Banking)
79% match

Open Market Operations and Financial Markets (Routledge International Studies in Money and Banking)

Routledge

£140.32 26 May 2026
Financial Economics and Econometrics (Routledge Advanced Texts in Economics and Finance)
79% match

Financial Economics and Econometrics (Routledge Advanced Texts in Economics and Finance)

Routledge

£75.14 05 Jun 2026
Financial Developments in National and International Markets
79% match

Financial Developments in National and International Markets

MACMILLAN

£75.47 25 May 2026
The Economics of Imperfect Markets: The Effects of Market Imperfections on Economic Decision-Making (Contributions to Economics)
79% match

The Economics of Imperfect Markets: The Effects of Market Imperfections on Economic Decision-Making (Contributions to Economics)

Physica

£74.35 26 May 2026
Stock Markets: Emergence, Macroeconomic Factors & Recent Developments (Economic Issues, Problems and Perspectives)
79% match

Stock Markets: Emergence, Macroeconomic Factors & Recent Developments (Economic Issues, Problems and Perspectives)

Nova Science Publishers Inc

£112.06 09 Jun 2026
Financial Econometrics: An Example-Based Handbook
79% match

Financial Econometrics: An Example-Based Handbook

£192.99 03 Jul 2026
The Microstructure of Financial Markets
79% match

The Microstructure of Financial Markets

Cambridge University Press

£38.66 28 May 2026
Bond Market Securities (Financial Times Series)
79% match

Bond Market Securities (Financial Times Series)

PEARSON EDUCATION

£65.00 15 Jun 2026
Fixed Income Analytics: Bonds in High and Low Interest Rate Environments
79% match

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments

Springer

£58.46 28 May 2026
Functional and Operatorial Statistics (Contributions to Statistics)
79% match

Functional and Operatorial Statistics (Contributions to Statistics)

Physica

£106.20 26 May 2026
Market Risk and Financial Markets Modeling
79% match

Market Risk and Financial Markets Modeling

Springer

£100.08 08 Jun 2026