An Introduction to High-Frequency Finance
Huge Savings Item! Save 14% on the An Introduction to High-Frequency Finance by Ramazan Gencay at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data
This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
|Item Weight:||1.46 pounds|
|Item Size:||0.94 x 9.02 x 9.02 inches|
|Package Weight:||1.5 pounds|
|Package Size:||6 x 1 x 1 inches|