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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
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 1, 2001 |
| ISBN13 | 9780122796715 |
| Publishers | Elsevier Science Publishing Co Inc |
| Pages | 416 |
| Dimensions | 160 × 234 × 25 mm · 662 g |
| Language | English |
