An Introduction to High-frequency Finance
- ISBN-10
- 0122796713
- ISBN-13
- 9780122796715
- Category
- Business & Economics
- Pages
- 383
- Language
- English
- Published
- 2001
- Author
- Michel M. Dacorogna
Description
Provides a framework for the analysis, modelling, and inference of high-frequency financial time series. Emphasizing foreign exchange markets, currency, interest rate and bond futures markets, it investigates price formation processes and reviews systematic trading models for financial assets.
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