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An introduction to high-frequency finance /

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...

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Други автори: Dacorogna, Michel M.
Формат: Електронна книга
Език: English
Публикувано: San Diego : Academic Press, ℗♭2001.
Предмети:
Finance > Econometric models.
Time-series analysis.
Finance > Econometric models. Time-series analysis.
Finances > Mode€les econometriques.
Serie chronologique.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Valutahandel.
Tijdreeksen.
Hoge frequenties.
Electronic books.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297033
Подобни документи: Print version:: Introduction to high-frequency finance.
Онлайн достъп от Библиотека ”Паница” на Американския университет в България:

http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297033
Провери в Paniza Library, AUBG Сигнатура: HG106 .I58 2001eb

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