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High-Frequency Financial Econometrics
Yacine Aït-Sahalia, Jean Jacod
[PDF.rm19] High-Frequency Financial Econometrics
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| #1173643 in eBooks | 2014-07-21 | 2014-07-21 | File type: PDF||4 of 5 people found the following review helpful.| Pros: The book seemingly covers all of the cutting ...|By Peter in China|Pros: The book seemingly covers all of the cutting edge methods in high frequency data and jump detection
Cons: The book is not at all accessible to those who don't already know the material. Indeed, the book was not written with the student in mind. I'm getting a masters degree in financial||"The authors are well established and are at the forefront of this specialised research area. Together they bring a wealth of knowledge to this book. . . . This text is a great resource for PhD-level courses and a great reference for researchers in the area of
High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze th...
You can specify the type of files you want, for your device.High-Frequency Financial Econometrics | Yacine Aït-Sahalia, Jean Jacod. I really enjoyed this book and have already told so many people about it!
