An Introduction To High Frequency Finance; Author: Gencay, Ramazan; Joint Author: Dacorogna, Michel; Hardback; Book

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An Introduction To High Frequency Finance

Author: Gencay, Ramazan; Joint Author: Dacorogna, Michel
Hardback; Book
500 pages
Published: April 2001
Harcourt Publishers Ltd, a subsidiary of Harcourt International Ltd
ISBN: 0122796713

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.

PRODUCT CODE: 0122796713

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