Description A comprehensive introduction to the statistical and econometric methods for analyzing High-Frequency Financial data High-Frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds.
This growth has been driven by the increasing availability of such da.
Over the last fifteen years, the use of statistical and econometric methods for analyzing High-Frequency Financial data has grown exponentially.
Description A comprehensive introduction to the statistical and econometric methods for analyzing High-Frequency Financial data High-Frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds