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High-frequency Financial Market Data

Risk Technology Reports

Format: Hardback
Publisher: Risk Books, London, United Kingdom
Published: 3rd Sep 1999
Dimensions: w 210mm h 297mm d 12mm
ISBN-10: 1899332499
ISBN-13: 9781899332496
Barcode No: 9781899332496
Synopsis
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 management. Future trends are covered, and there is a bibliography of the literature.

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