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£120.00
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Routledge High Frequency Trading and Limit Order Book Dynamics
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Most common price: £120 (23 days, 100.0%)
Price range: £120 - £120
Price levels: 1 different prices over 23 days
Description
Key Features
This Routledge publication brings together the latest research in market microstructure and high-frequency finance.
Thirteen chapters provide significant contributions to the existing literature on financial research.
The text includes new econometric methods designed to address critical practical issues in finance.
Topics covered include information asymmetry and the information content found in limit order books.
Detailed analysis is provided for high-frequency return distribution models and multivariate volatility forecasting.
The book examines individual trading behavior and the analysis of liquidity.
Product Specifications
- Brand
- Routledge
- Format
- hardcover
- ASIN
- 1138829382
- Domain
- Amazon UK
- Release Date
- 30 October 2014
- Listed Since
- 19 June 2014
Barcode
No barcode data available
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