High-Frequency Financial Econometrics by Yacine Aït-Sahalia, Jean Jacod, Yacine Ait-Sahalia

High-Frequency Financial Econometrics

Yacine Aït-Sahalia, Jean Jacod, Yacine Ait-Sahalia

659 pages missing pub info (editions)

nonfiction business economics
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A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial dataHigh-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over t...

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