high-frequency financial econometrics (Record no. 1466079)

MARC details
000 -LEADER
fixed length control field 01052nam a2200193 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251209113750.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 251209b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780691161433
037 ## - SOURCE OF ACQUISITION
Terms of availability Textual
040 ## - CATALOGING SOURCE
Original cataloging agency RTL
Transcribing agency RTL
084 ## - COLON CLASSIFICATION NUMBER
Assigning agency RTL
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Aitr-Sahalia, Yacine
9 (RLIN) 855439
245 ## - TITLE STATEMENT
Title high-frequency financial econometrics
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Princeton
Name of publisher, distributor, etc. Princeton University Press
Date of publication, distribution, etc. 2014
300 ## - PHYSICAL DESCRIPTION
Extent xxiv, 659 p.
Other physical details Includes bibliographical reference and index
520 ## - SUMMARY, ETC.
Summary, etc. 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.
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Jacod, Jean
Relator term co-author
9 (RLIN) 855440
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Colon Classification (CC)
Suppress in OPAC No
Koha item type Textual
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Barcode Date last seen Price effective from Koha item type
    Colon Classification (CC)     Ratan Tata Library Ratan Tata Library 2025-12-09   RT1528537 2025-12-09 2025-12-09 Textual