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The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophist
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Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.
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The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometr
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The Economics of Financial Markets
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Providing a comprehensive introduction to the subject of financial markets, this study includes unique analyses of the pricing of options and futures, particula