High-frequency data analysis is a new research field in financial econometrics. This paper reviews main results about empirical market and econometric modeling of high-frequency data, and argues about its prospect and...High-frequency data analysis is a new research field in financial econometrics. This paper reviews main results about empirical market and econometric modeling of high-frequency data, and argues about its prospect and importance in Chinese financial market.展开更多
文摘High-frequency data analysis is a new research field in financial econometrics. This paper reviews main results about empirical market and econometric modeling of high-frequency data, and argues about its prospect and importance in Chinese financial market.
