||4 of 5 people found the following review helpful.| Pros: The book seemingly covers all of the cutting ...|By Peter in China|Pros: The book seemingly covers all of the cutting edge methods in high frequency data and jump detection
Cons: The book is not at all accessible to those who don't already know the material. Indeed, the book was not written with the student in mind. I'm getting a masters degree in financial|From the Back Cover||"An important and timely work by two of the leading experts in high-frequency data. Aït-Sahalia and Jacod take readers to the very forefront of this rapidly evolving area. They cover both the practical side of financial data and the ma
High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze t...
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You easily download any file type for your gadget.High-Frequency Financial Econometrics | Yacine Aït-Sahalia, Jean Jacod. Just read it with an open mind because none of us really know.
