By Ramazan Gençay,Michel Dacorogna,Ulrich A. Muller,Olivier Pictet,Richard Olsen
This ebook offers a framework for the research, modeling, and inference of excessive frequency monetary time sequence. With specific emphasis on foreign currency markets, in addition to forex, rate of interest, and bond futures markets, this unified view of excessive frequency time sequence equipment investigates the fee formation procedure and concludes via reviewing thoughts for developing systematic buying and selling types for monetary assets.
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Extra resources for An Introduction to High-Frequency Finance
An Introduction to High-Frequency Finance by Ramazan Gençay,Michel Dacorogna,Ulrich A. Muller,Olivier Pictet,Richard Olsen