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Greater data availability has been coupled with developments in statistical theory and economic theory to allow more …
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High-frequency activity on NASDAQ / Martin Scholtus and Dick van Dijk -- The profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah -- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn -- The relevance of heteroskedasticity...
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effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and … effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and …
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