This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical

This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econo

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applicatio

A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GA