Title: High-frequency financial market data
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.
Subjects: Markets, Microstructure, Finance, Data processing, Marchés (Économie politique), Finances, Informatique, TECHNOLOGY & ENGINEERING, Industrial Technology, Industrial Engineering, BUSINESS & ECONOMICS, Production & Operations Management, Capital market, Databases, Risk assessment