Algorithms for merging tick data and data analysis for Indian financial market
Year of publication: |
2011-07-03
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Authors: | Sinha, Pankaj ; Sharma, Gopalakrishna ; Shah, Akash ; Singh, Abhijeet |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | tick data | merging algorithm | minute data | financial market | derivative securities | high frequency financial data | intraday trading |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | D53 - Financial Markets ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C8 - Data Collection and Data Estimation Methodology; Computer Programs |
Source: |
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