An Introduction to High-Frequency Finance - Gencay, Ramazan (Simon Fraser University, Burnaby, British Columbia, Canada) - Books - Elsevier Science Publishing Co Inc - 9780122796715 - April 30, 2001
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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

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 April 30, 2001
ISBN13 9780122796715
Publishers Elsevier Science Publishing Co Inc
Pages 416
Dimensions 160 × 234 × 25 mm   ·   662 g
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