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 * Author: Charles Sutcliffe, Owain Ap Gwilym
 * Publisher: "Risk Books"
 * Released: 1999
 * ISBN10: 1899332499
 * ISBN13: 9781899332496
 * Type: chm
 * Rating: 10/10

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Members of the financial industry claim highfrequency trading substantially improves market liquidity, narrows Bidoffer spread, lowers volatility and makes trading and In recent years we have observed an unprecedented growth in the complexity of instruments for trading and risk management in international markets. Abstract. The development of high frequency data bases allows for empirical investigations of a wide range of issues in the financial markets. In this paper, we set High-frequency financial market data

The complex structure of statistical properties discovered with high frequency data is the result of the heterogeneity of financial markets2. Market participants trade

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Amazon.com: An Introduction to High-Frequency Finance

 * Downloadable with restrictions! No abstract is available for this item. Analysis of High Frequency Financial Data RobertF. Engle Newon the stock and currency exchange high frequency data. However, data also exists for other markets

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Analysis of Financial Time Series, Ruey Tsay, High-Frequency Data

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