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Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure.
- Compralo SubitoAn Introduction to High-Frequency Finance by Gencay, Ramazan [Hardback]
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Informazioni su questo prodotto
Product Identifiers
PublisherElsevier Science & Technology
ISBN-100122796713
ISBN-139780122796715
eBay Product ID (ePID)91947176
Product Key Features
Number of Pages383 Pages
LanguageEnglish
Publication NameIntroduction to High-Frequency Finance
SubjectFinance / General, Information Management, Econometrics, Probability & Statistics / Time Series, Investments & Securities / General
Publication Year2001
TypeTextbook
Subject AreaBusiness & Economics, Mathematics
AuthorRichard Olsen, Michel Dacorogna, Olivier Pictet, Ramazan Çay, Ulrich A. Muller
FormatHardcover
Dimensions
Item Weight23.6 oz.
Item Length9 in
Item Width6 in
Additional Product Features
Intended AudienceScholarly & Professional
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