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Science & Math Books > Statistics Books
Hardcover An Introduction to High-Frequency Finance Book
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ISBN: 0122796713

ISBN13: 9780122796715

An Introduction to High-Frequency Finance

by , , , et al.
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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 vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with...

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Format: Hardcover

Condition: New

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Related Subjects

Accounting Accounting & Finance Business Business & Investing Business Mathematics Econometrics Economics Finance Introduction Investing

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