High-frequency financial market data
Subtitle: sources, applications and market microstructure
By: Owain ap Gwilym and Charles Sutcliffe
Contributors: Sutcliffe, Charles; American Association of Financial Engineers; International Association of Financial Engineers
Series: The Journal of financial engineering; Wiley series in financial engineering
Publisher: Risk Books
Published: 1999
Place of publication: London
Language: eng
Number of pages: 162
ISBN-13: 9780585302942
Subjects: Markets; Microstructure; Finance; Data processing; Marchés (Économie politique); Finances; Informatique; TECHNOLOGY & ENGINEERING; Industrial Technology; Industrial Engineering; BUSINESS & ECONOMICS; Production & Operations Management
Description: 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.
Notes: Includes bibliographical references (pages 133-162).