Synopsis
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l'auteur
Ramazan Gençay is a professor in the economics department at Simon Fraser University. His areas of specialization are financial econometrics, nonlinear time series, nonparametric econometrics, and chaotic dynamics. His publications appear in finance, economics, statistics and physics journals. His work has appeared in the Journal of the American Statistical Association, Journal of Econometrics, and Physics Letters A.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Résultats de recherche pour An Introduction to High-Frequency Finance
Image d'archives
An Introduction to High-Frequency Finance
Edité par
Academic Press, 2001
ISBN 10 : 0122796713
ISBN 13 : 9780122796715
Ancien ou d'occasion
Couverture rigide
Vendeur : ThriftBooks-Dallas, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Fair. No Jacket. Missing dust jacket; Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less. N° de réf. du vendeur G0122796713I5N01
Acheter D'occasion
EUR 8,61
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
An Introduction to High-Frequency Finance
Edité par
Academic Press, 2001
ISBN 10 : 0122796713
ISBN 13 : 9780122796715
Ancien ou d'occasion
Couverture rigide
Vendeur : WorldofBooks, Goring-By-Sea, WS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardback. Etat : Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. N° de réf. du vendeur GOR002804683
Acheter D'occasion
EUR 4,58
Expédition à EUR 6,56
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
An Introduction to High-Frequency Finance
Edité par
Academic Press, 2001
ISBN 10 : 0122796713
ISBN 13 : 9780122796715
Ancien ou d'occasion
Couverture rigide
Vendeur : Goodwill of Silicon Valley, SAN JOSE, CA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : very_good. Supports Goodwill of Silicon Valley job training programs. The cover and pages are in very good condition! The cover and any other included accessories are also in very good condition showing some minor use. The spine is straight, there are no rips tears or creases on the cover or the pages. N° de réf. du vendeur GWSVV.0122796713.VG
Acheter D'occasion
EUR 9,24
Expédition à EUR 3,50
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
An Introduction to High-Frequency Finance
Edité par
Academic Press, 2001
ISBN 10 : 0122796713
ISBN 13 : 9780122796715
Ancien ou d'occasion
Couverture rigide
Vendeur : WeBuyBooks, Rossendale, LANCS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind. N° de réf. du vendeur rev5808975303
Acheter D'occasion
EUR 4,90
Expédition à EUR 10,23
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
An Introduction to High-Frequency Finance
Edité par
Academic Press, 2001
ISBN 10 : 0122796713
ISBN 13 : 9780122796715
Ancien ou d'occasion
Couverture rigide
Vendeur : WeBuyBooks, Rossendale, LANCS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : Good. Most items will be dispatched the same or the next working day. A copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned. A few small stains. N° de réf. du vendeur rev9515608885
Acheter D'occasion
EUR 4,90
Expédition à EUR 10,23
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
An Introduction to High-Frequency Finance
Edité par
Academic Press, 2001
ISBN 10 : 0122796713
ISBN 13 : 9780122796715
Ancien ou d'occasion
Couverture rigide
Vendeur : Sell Books, Elland, YORKS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
hardcover. Etat : Good. Our good condition books are generally good for reading but not for gifting or collecting. They could have imperfections such as creasing, fanning, inscriptions, margin notes, yellowing, staining on edge or cover or pages, bumps, scuffs, etc etc (sometimes multiple of these). It's a wide category that encompasses anything that isn't almost-new down to anything that is slightly better than poor. We would NOT recommend gifting Good books - these should be considered reading copies. Our books are dispatched from a Yorkshire former cotton mill. We list via barcode/ISBN so please note that the images are stock images and may not be the exact copy you receive, furthermore the details about edition and year might not be accurate as many publishers reuse the same ISBN for multiple editions and as we simply scan a barcode or enter an ISBN we do not check the validity of the edition data when listing. If you're looking for an exact edition please don't order (at least not without checking with us first, although we don't always have time to check). We aim to dispatch prompty, the service used will depend on order value and book size. We can ship to most countries, see our shipping policies. Payment is via Abe only. N° de réf. du vendeur mon0000056826
Acheter D'occasion
EUR 4,55
Expédition à EUR 14,22
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
An Introduction to High-Frequency Finance
Edité par
Academic Press, 2001
ISBN 10 : 0122796713
ISBN 13 : 9780122796715
Ancien ou d'occasion
Couverture rigide
Vendeur : Greener Books, London, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
Hardcover. Etat : Used; Very Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books. N° de réf. du vendeur 5106468
Acheter D'occasion
EUR 14,34
Expédition à EUR 23,41
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
(An Introduction to High-Frequency Finance) [By: Gencay, Ramazan] [May, 2001]
Edité par
Academic Press, 2001
ISBN 10 : 0122796713
ISBN 13 : 9780122796715
Ancien ou d'occasion
Couverture rigide
Vendeur : HPB-Red, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! N° de réf. du vendeur S_363186579
Acheter D'occasion
EUR 36,13
Expédition à EUR 3,29
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
An Introduction to High-Frequency Finance
Vendeur : GoldBooks, Denver, CO, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : new. New Copy. Customer Service Guaranteed. N° de réf. du vendeur 64Q89_67_0122796713
Acheter neuf
EUR 77,95
Expédition à EUR 4,82
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
An Introduction to High-Frequency Finance
impression à la demandeVendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Évaluation du vendeur 5 sur 5 étoiles
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur 14812e298fe547e2b8ace8116af72673
Acheter neuf
EUR 95,86
Expédition à EUR 8
Expédition depuis Italie vers Etats-Unis
Expédition depuis Italie vers Etats-Unis
Quantité disponible : Plus de 20 disponibles