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...
| Asıl Yazarlar: | , |
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| Materyal Türü: | Kitap |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Princeton, New Jersey
Princeton University Press
[2014]
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