High-Frequency Financial Econometrics / / Jean Jacod, Yacine Aït-Sahalia.
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 b...
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| Superior document: | Title is part of eBook package: De Gruyter Princeton University Press Complete eBook-Package 2014-2015 |
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| VerfasserIn: | |
| Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2014] ©2014 |
| Year of Publication: | 2014 |
| Edition: | Course Book |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (688 p.) :; 35 line illus. 3 tables. |
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