High-Frequency Financial Market Data: Sources, Applications and Market Microstructure

by Charles M.S. Sutcliffe and Owain Ap Gwilym

A consideration of the sources, management, manipulation and uses of high-frequency financial market data. It applies HFD to model development for data analysis, trading, forecasting and risk... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1899332499
• ISBN13: 9781899332496
• Release Date: September 1999
• Publisher: Not Avail
• Length: 162 Pages