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...
| Hoofdauteurs: | , |
|---|---|
| Formaat: | Boek |
| Taal: | English |
| Gepubliceerd in: |
Princeton, New Jersey
Princeton University Press
[2014]
|
| Onderwerpen: |