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High-Frequency Financial Econometrics
HighFrequency Financial Econometrics
Author: Yacine Aït-Sahalia, Jean Jacod
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 by the increasing availability of such data, the...  more »
ISBN-13: 9780691161433
ISBN-10: 0691161437
Publication Date: 5/25/2014
Pages: 624
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Publisher: Princeton University Press
Book Type: Hardcover
Members Wishing: 0
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