**Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data**

Editors

**Norman R. Swanson Xiye Yang**

MDPI • Basel • Beijing • Wuhan • Barcelona • Belgrade • Manchester • Tokyo • Cluj • Tianjin

*Editors* Norman R. Swanson Rutgers University USA

Xiye Yang Rutgers University USA

*Editorial Office* MDPI St. Alban-Anlage 66 4052 Basel, Switzerland

This is a reprint of articles from the Special Issue published online in the open access journal *Econometrics* (ISSN 2225-1146) (available at: https://www.mdpi.com/journal/econometrics/special issues/High Dimensional Frequency Data).

For citation purposes, cite each article independently as indicated on the article page online and as indicated below:

LastName, A.A.; LastName, B.B.; LastName, C.C. Article Title. *Journal Name* **Year**, *Volume Number*, Page Range.

**ISBN 978-3-0365-0852-8 (Hbk) ISBN 978-3-0365-0853-5 (PDF)**

© 2021 by the authors. Articles in this book are Open Access and distributed under the Creative Commons Attribution (CC BY) license, which allows users to download, copy and build upon published articles, as long as the author and publisher are properly credited, which ensures maximum dissemination and a wider impact of our publications.

The book as a whole is distributed by MDPI under the terms and conditions of the Creative Commons license CC BY-NC-ND.
