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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
Corporate Author: ScienceDirect (Online service)
Other Authors: Dacorogna, Michel M.
Format: eBook
Language:English
Language Notes:English.
Published: San Diego : Academic Press, ©2001.
Subjects:
Finance > Econometric models.
Time-series analysis.
Finances > Modèles économétriques.
Série chronologique.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Finance > Econometric models
Time-series analysis
Aktienkurs
Volatilität
Valutahandel.
Tijdreeksen.
Hoge frequenties.
Electronic books.
dissertations.
Academic theses
Academic theses.
Thèses et écrits académiques.
Online Access:Connect to the full text of this electronic book

Internet

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Available Online

Holdings details from Available Online
Call Number: HG106 .I58 2001eb
 
Call Number Status Get It
HG106 .I58 2001eb Available