Aitr-Sahalia, Yacine  <br/><br/>
high-frequency financial econometrics 

 - Princeton  Princeton University Press   2014 
 - xxiv, 659 p.   Includes bibliographical reference and index 
<br/><br/> 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.  
<br/><br/><label>ISBN: </label>9780691161433 
<br/><br/><label>Source: </label> Textual