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...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Ait-Sahalia, Yacine (Author), Jacod, Jean (Author)
বিন্যাস: গ্রন্থ
ভাষা:English
প্রকাশিত: Princeton, New Jersey Princeton University Press [2014]
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