KDB+ for Electronic Trading : Q, High Frequency Financial Data and Algorithmic Trading
Year of publication: |
2019
|
---|---|
Authors: | Bilokon, Paul A |
Other Persons: | Novotny, Jan (contributor) |
Publisher: |
Newark : John Wiley & Sons, Incorporated |
Subject: | Elektronisches Handelssystem | Electronic trading | Finanzmarkt | Financial market | Schätzung | Estimation | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
Extent: | 1 online resource (640 pages) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Description based on publisher supplied metadata and other sources. |
ISBN: | 978-1-119-40474-3 ; 978-1-119-40475-0 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil, (2016)
-
Li, Zhicheng, (2023)
-
High-speed technology trading innovations and capital market performance in Bulgaria
Stefanova, Julia, (2018)
- More ...
-
The Identification of Price Jumps
Hanousek, Jan, (2011)
-
Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis
Novotny, Jan, (2010)
-
Were Stocks during the Financial Crisis More Jumpy: A Comparative Study
Novotny, Jan, (2010)
- More ...