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...

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Bibliographic Details

Main Authors:	Gençay, Ramazan (Author), Dacorogna, Michel (Author), Müller, Ulrich (Author), Pictet, Olivier (Author), Olsen, Richard (Author)
Corporate Author:	Safari, an O'Reilly Media Company
Format:	eBook
Language:	English
Published:	Academic Press, 2001.
Edition:	1st edition.
Subjects:	Electronic books.
Online Access:	Connect to this electronic resource