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Pages: 468
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Type: BOOK - Published: 2011-12-20 - Publisher: John Wiley & Sons
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Language: en
Pages: 414
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Type: BOOK - Published: 2016-04-05 - Publisher: John Wiley & Sons
Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-fre
Language: en
Pages: 683
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Type: BOOK - Published: 2014-07-21 - Publisher: Princeton University Press
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based
Language: en
Pages: 381
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Type: BOOK - Published: 2011-10-12 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 1045
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Type: BOOK - Published: 2009-04-21 - Publisher: Springer Science & Business Media
The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical poin