An Introduction to High-Frequency Finance Michel M. Dacorogna, Ramazan Gencay, Ulrich A. Muller, Richard B. Olsen, Olivier V. Pictet

""An Introduction to High-Frequency Finance" by the research team from Olsen & Associates is an amazing presentation of their work over the last decade and a half examining high-frequency, primarily currency, data. The volume includes details of data handling, filtering methods, scaling procedures, volatility models, automatic market making and trading rules that for many years were proprietary information. I highly recommend the book for anyone using tick data." Robert Engle Формат: 15,5 см x 23,5 см. Это и многое другое вы найдете в книге An Introduction to High-Frequency Finance (Michel M. Dacorogna, Ramazan Gencay, Ulrich A. Muller, Richard B. Olsen, Olivier V. Pictet)