Wiley Handbook of Modeling High-Frequency Data in Finance

The Handbook of Modeling High-Frequency Data in Finance provides a comprehensive look at cutting-edge developments in high-frequency financial econometrics. As high-frequency data and computing power continue to evolve, financial practitioners require advanced systems to analyze this information effectively. This Wiley handbook addresses the theoretical and practical questions created by the unique properties of high-frequency data. Serving as a one-stop compilation of empirical and analytical research, this book explores data sampled within high-frequency finance. It is designed for those working at the intersection of financial engineering, statistics, and modern finance. Whether you are researching data properties or building analytical models, this text offers the necessary insights into the modern financial landscape.