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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| Formato: | Livro |
| Idioma: | English |
| Publicado em: |
Princeton, New Jersey
Princeton University Press
[2014]
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| Assuntos: |