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Introduction to High-Frequency Finance by Richard Olsen, Michel Dacorogna, Olivier Pictet, Ramazan çay and Ulrich A. Muller (2001, Hardcover)

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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.

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