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统计学:数据的解读和分析(7e)Statistics: The Exploration & Analysis of Data
https://bbs.pinggu.org/forum.php?mod=viewthread&tid=1406909&page=1&extra=#pid12485499
Econometrics of Financial High-Frequency Data 2012
　　　　　　　　　　　　　https://bbs.pinggu.org/thread-1400380-1-1.html
Wiley电子书一本Handbook of Modeling High-Frequency Data in Finance 　　　　
　　　　　　
　　　　　　　　　　　　　https://bbs.pinggu.org/thread-1399781-1-1.html
Multilevel Analysis　Techniques and Applications　2ed
　　　　　　　　　　　　　https://bbs.pinggu.org/thread-1400512-1-1.html
保险经济学Insurance Economics
　　　　　　　　　　　　　
　　　　　　　　　　　　　https://bbs.pinggu.org/thread-1402199-1-1.html
Complex Systems in Finance and Econometrics
                                       https://bbs.pinggu.org/forum.php?mod=viewthread&tid=1407424&page=1&extra=#pid12494282
Qualitative Research in the Post-Modern Era
　　　　　　　　　　　　　https://bbs.pinggu.org/thread-1394933-1-1.html
Paul Wilmott Introduces Quantitative Finance 2nd ed.
　　　　　　　　　　　　　https://bbs.pinggu.org/thread-1401822-1-1.html



作者信息：
Nikolaus Hautsch, born 1972, is director of the Institute for Econometrics at the Department of Economics and Business Administration at the Humboldt-Universität zu Berlin since 2007. His research interests are financial econometrics, empirical finance and multivariate time series analysis. Particular focus is on the econometric modelling of financial high-frequency data, market microstructure analysis as well as volatility and liquidity estimation.

书目信息：
Focus on theory and application
State-of-the-art econometric methods to model financial high-frequency data Presents numerous applications, e.g. volatility and liquidy estimation Discussion of implementation details and illustrations of data properties 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 econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure analysis.