Hardback
Add to list Added to list An Introduction to High-Frequency Finance
Ramazan Gencay (Simon Fraser University, Burnaby, British Columbia, Canada),Michel Dacorogna (Zurich Re, Switzerland),Ulrich A. Muller (Olsen& Associates, Switzerland),Olivier Pictet (Olse & Associates, Zurich, Switzerland),Richard Olsen (Olsen & Associates, Zurich, Switzerland)
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…
Available to order, ships in approx 2 weeksAvailable to order