000			01052nam a2200193 4500
005			20251209113750.0
008			251209b |||||||| |||| 00| 0 eng d
020			_a9780691161433
037			_cTextual
040			_aRTL _cRTL
084			_qRTL
100			_aAitr-Sahalia, Yacine _9855439
245			_ahigh-frequency financial econometrics
260			_aPrinceton _bPrinceton University Press _c2014
300			_axxiv, 659 p. _bIncludes bibliographical reference and index
520			_aHigh-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			_aJacod, Jean _eco-author _9855440
942			_2CC _n0 _cTEXL
999			_c1466079 _d1466079