High Frequency Financial Econometrics

Luc Bauwens . Winfried Pohlmeier
David Veredas (Eds.)

High Frequency
Financial
Econometrics
Recent Developments

With 57 Figures and 64 Tables

Physica-Verlag
A Springer Company

High Frequency Financial Econometrics
Recent Developments

Prof. Winfried Pohlmeier
Department of Economics
University of Konstanz
78457 Konstanz
Germany
[e-mail]

Prof. Luc Bauwens
CORE
Voie du Roman Pays
1348 Louvain-la-Neuve
Belgium
[e-mail]
Prof. David Veredas
ECARES
´
Universite Libre des Bruxelles
30, Avenue Roosevelt
1050 Brussels
Belgium
[e-mail]

Parts of the papers have been first published in
“

“Empirical Economics, Vol. 30, No. 4, 2006

Library of Congress Control Number: 2007933836

ISBN 978-3-7908-1991-5 Physica-Verlag Heidelberg New York
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