Lee, Sang
From 56,45€
The financial industry's leading independent research firm's forward-looking assessment into high frequency trading
Once regarded as a United States-focused trend, today, high frequency trading is gaining momentum…
Aldridge, Irene
From 70,05€
A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading
Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a…
Florescu, Ionut
160,80€
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS
In recent years, the availability of high-frequency…
Bauwens, Luc
98,95€
…Editor's introduction: recent developments in high frequency financial econometrics
Luc Bauwens, Winfried Pohlmeier, David Veredas
2. Exchange rate volatility and the mixture of distribution…
Florescu, Ionut
148,50€
A comprehensive collection of up-to-date empirical and analytical research within high-frequency finance
Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency…
Degiannakis, Stavros
98,10€
…Introduction to High Frequency Financial Modelling
Stavros Degiannakis, Christos Floros
2. Intraday Realized Volatility Measures
Stavros Degiannakis, Christos Floros
3. Methods…
Tsay, Ruey S.
130,70€
A complete set of statistical tools for beginning financial analysts from a leading authority
Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of …
Kömm, Holger
77,75€
Table of contents
1. Introduction
Holger Kömm
2. General Framework
Holger Kömm
3. Integrated Volatility
Holger Kömm
4. Zero-inflated Data Generation Processes
Holger Kömm
5. Volatility Shock Causing Incidents
Abergel, Frédéric
52,80€
…It provides readers with vital insight on the origin of the well-known anomalous "stylized facts" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact,…
Lacalle, Daniel
37,30€
An accessible and thorough review of the international financial markets
Life in the Financial Markets—How They Really Work And Why They Matter To You offers the financial services professional, and anyone interested in knowing more about the…
