High-Frequency Financial Econometrics by Yacine Aït-Sahalia, Jean Jacod, Yacine Ait-Sahalia

High-Frequency Financial Econometrics

Yacine Aït-Sahalia, Jean Jacod, Yacine Ait-Sahalia

659 pages missing pub info (editions)

nonfiction business economics
Powered by AI (Beta)
Loading...

Description

A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial dataHigh-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over t...

Read more

Community Reviews

Loading...

Content Warnings

Loading...
Accept and close

By using The StoryGraph, you agree to our use of cookies.
We use a small number of cookies to provide you with a great experience.

Find out more