Wiley Handbook of Modeling High-Frequency Data in Finance

Explore cutting-edge developments in high-frequency financial econometrics with this comprehensive Wiley handbook. As the availability of high-frequency data and computing power increases, financial practitioners require advanced systems to analyze complex information. This volume addresses the theoretical and practical questions raised by the unique properties of high-frequency data. Serving as a one-stop compilation of empirical and analytical research, the handbook covers essential topics in financial engineering, statistics, and modern finance. It provides the necessary tools to understand data sampled at high frequencies, making it an essential resource for those working in econometrics and financial modeling.