High-Frequency Financial Econometrics / Yacine Aït-Sahalia and Jean Jacod.
"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...
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| Language: | English |
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Princeton :
Princeton University Press,
2014.
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| Physical Description: | 1 online resource (684 pages) |
| Format: | Electronic eBook |
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