high-frequency financial econometrics
Aitr-Sahalia, Yacine
high-frequency financial econometrics - Princeton Princeton University Press 2014 - xxiv, 659 p. Includes bibliographical reference and index
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 technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data.
9780691161433
Textual
high-frequency financial econometrics - Princeton Princeton University Press 2014 - xxiv, 659 p. Includes bibliographical reference and index
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 technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data.
9780691161433
Textual