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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...
| Auteurs principaux: | , |
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| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Princeton :
Princeton University Press,
2014.
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| Collection: | Book collections on Project MUSE.
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| Sujets: | |
| Accès en ligne: | Texto completo |
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