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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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
San Diego :
Academic Press
c2001.
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| Edición: | 1st edition |
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627611406719 |
