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 driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis.
Yacine A t-Sahalia and Jean Jacod cover the mathematical.
High-Frequency Financial Econometrics books pdf online
High-Frequency Financial Econometrics book
High-Frequency Financial Econometrics download
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.