High Frequency Trading and Limit Order Book Dynamics, Nolte, Ingmar
Автор: Banks Erik Название: Dark Pools ISBN: 1137449535 ISBN-13(EAN): 9781137449535 Издательство: Springer Рейтинг: Цена: 8362.00 р. Наличие на складе: Нет в наличии.
Описание: This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital and changing regulation.
Автор: Nanda Название: Expanding Frontiers of Global Trade Rules ISBN: 0415569591 ISBN-13(EAN): 9780415569590 Издательство: Taylor&Francis Рейтинг: Цена: 4898.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Combining theoretical analysis with insights derived from interactions with trade negotiators, this book analyzes the issues surrounding the creation of new `trade rules`, addressing trade topics including the trade and development linkage.
Автор: Nanda, Nitya Название: Expanding Frontiers of Global Trade Rules ISBN: 0415442958 ISBN-13(EAN): 9780415442954 Издательство: Taylor&Francis Рейтинг: Цена: 15310.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Degiannakis Stavros Название: Modelling and Forecasting High Frequency Financial Data ISBN: 1137396482 ISBN-13(EAN): 9781137396488 Издательство: Springer Рейтинг: Цена: 9756.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is an accessible practitioners guide to the most cutting-edge models used in high-frequency finance modelling, providing advanced techniques and tools for understanding market microstructure and more generally for analyzing financial markets using recent HF data.
Автор: Ait-Sahalia Yacine Название: High-Frequency Financial Econometrics ISBN: 0691161437 ISBN-13(EAN): 9780691161433 Издательство: Wiley Рейтинг: Цена: 9187.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. This book introduces readers to these emerging methods and tools of analysis.
Автор: Hautsch, Nikolaus Название: Econometrics of Financial High-Frequency Data ISBN: 3642219241 ISBN-13(EAN): 9783642219245 Издательство: Springer Рейтинг: Цена: 22563.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure analysis.
Автор: Viens Название: Handbook of Modeling High-Frequency Data in Finance ISBN: 0470876883 ISBN-13(EAN): 9780470876886 Издательство: Wiley Рейтинг: Цена: 23594.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: * Emphasis throughout the book is placed on models for high-frequency data and applications of statistics and statistical methods to tackle modeling problems within a complex system and systems of systems framework * The book is written and edited by well-known, international experts in the field.
Автор: Ramazan Gen?§ay Название: An Introduction to High-Frequency Finance, ISBN: 0122796713 ISBN-13(EAN): 9780122796715 Издательство: Elsevier Science Рейтинг: Цена: 16842.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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 and reviews systematic trading models for financial assets.
This volume investigates the accuracy and dynamic performance of a high-frequency forecast model for the Japanese and United States economies based on the Current Quarter Model (CQM) or High Frequency Model (HFM) developed by the late Professor Emeritus Lawrence R. Klein. It also presents a survey of recent developments in high-frequency forecasts and gives an example application of the CQM model in forecasting Gross Regional Products (GRPs).
Автор: Nikolaus Hautsch Название: Econometrics of Financial High-Frequency Data ISBN: 3642427723 ISBN-13(EAN): 9783642427725 Издательство: Springer Рейтинг: Цена: 20733.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models.
Автор: Luc Bauwens; Winfried Pohlmeier; David Veredas Название: High Frequency Financial Econometrics ISBN: 3790825409 ISBN-13(EAN): 9783790825404 Издательство: Springer Рейтинг: Цена: 18904.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics.
Автор: C. Goodhart; R. Payne Название: The Foreign Exchange Market ISBN: 0333630831 ISBN-13(EAN): 9780333630839 Издательство: Springer Рейтинг: Цена: 18294.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book brings together a number of research studies, all of which examine the behaviour of foreign exchange rates.
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