High-frequency financial econometrics

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 b...

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Bibliographische Detailangaben

Hauptverfasser:	Aït-Sahalia, Yacine, Jacod, Jean
Format:	Buch
Sprache:	eng
Schlagworte:	BUSINESS & ECONOMICS Econometric models Econometrics Econometrics, Business & Economics Economics Elektronisches Handelssystem Finance Finanzmarktökonometrie General, KCH, KF, KCA, KFFM2 Theory, Business & Economics
Online-Zugang:	Volltext
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