An Introduction to High-Frequency Finance.
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | , , , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Burlington :
Elsevier,
2001.
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Temas: | |
Acceso en línea: | Texto completo |
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