High-frequency financial market data :sources, applications and market microstructure

• 作者: Gwilym, Owain ap.
• 其他作者: Sutcliffe, Charles. , American Association of Financial Engineers. , International Association of Financial Engineers.
• 出版: London : Risk Books ©1999.
• 稽核項: 1 online resource (xi, 162 pages) :charts.
• 叢書名: The Journal of financial engineering
• 標題: Production & Operations Management. , TECHNOLOGY & ENGINEERING , Electronic books. , Marchés (Économie politique) , Finance , Informatique. , Finances Informatique. , Finance Data processing. , Markets Microstructure. , Industrial Engineering. , Microstructure. , TECHNOLOGY & ENGINEERING Industrial Technology. , TECHNOLOGY & ENGINEERING Industrial Engineering. , Data processing. , Markets. , BUSINESS & ECONOMICS Production & Operations Management. , Industrial Technology. , Markets , Finances , BUSINESS & ECONOMICS
• ISBN: 0585302944 , 9780585302942
• ISBN: 1899332499
• 試查全文@TNUA:
  
• 附註: Includes bibliographical references (pages 133-162).
• 摘要: 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. -- Provided by publisher.
• 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=16868
• 系統號: 005292136
• 資料類型: 電子書
• 讀者標籤: 需登入
• 引用網址: 複製連結
• 目前引用數