High-frequency financial market data
โ Scribed by Owain ap Gwilym, Charles Sutcliffe
- Publisher
- Risk Books
- Year
- 1999
- Tongue
- English
- Series
- Risk Technology Reports
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<p>The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an i
Machine generated contents note: 1.Introduction -- 1.1.Motivation -- 1.2.Structure of the Book -- References -- 2.Microstructure Foundations -- 2.1.The Institutional Framework of Trading -- 2.1.1.Types of Traders and Forms of Trading -- 2.1.2.Types of Orders -- 2.1.3.Market Structures -- 2.1.4.Orde
<p><p>The global financial crisis has reopened discussion surrounding the use of appropriate theoretical financial frameworks to reflect the current economic climate. There is a need for more sophisticated analytical concepts which take into account current quantitative changes and unprecedented tur