High-frequency financial econometrics
"High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been dr...
| Main Authors: | , |
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| Resource Type: | Book |
| Language: | English |
| Published: |
Princeton, New Jersey
Princeton University Press
[2014]
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| Subjects: |
School of Economics (UP Diliman)
| Accession # | Call # | Volume/Part# | Copy # | Collection | Circulation Type | Circulation Status |
|---|---|---|---|---|---|---|
| ECON-33905 | HG106 / A38 2014 | Regular Circulation | On-Shelf |