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An Introduction to High-Frequency Finance Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada)
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An Introduction to High-Frequency Finance
Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada)
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.
383 pages, Illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2001. gada 30. aprīlis |
| ISBN13 | 9780122796715 |
| Izdevēji | Elsevier Science Publishing Co Inc |
| Lapas | 416 |
| Izmēri | 160 × 234 × 25 mm · 662 g |
| Valoda | Angļu |
