by Michel Dacorogna (Author), Richard Olsen (Author), Olivier Pictet (Author), Ramazan Gençay (Author), Ulrich A. Muller (Author)
Provides a framework for the analysis, modelling, and inference of high-frequency financial time series. Emphasizing foreign exchange markets, currency, interest rate and bond futures markets, it investigates price formation processes and reviews systematic trading models for financial assets.
Format: Hardcover
Pages: 383
Edition: First Edition
Publisher: Academic Press
Published: 29 May 2001
ISBN 10: 0122796713
ISBN 13: 9780122796715
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