Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in … comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …
