This book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent devel

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

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships amon

Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a c