[教材书籍] High-Frequency Data Analysis [推广有奖]

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yingying198995 发表于 2012-5-14 13:33:46 |AI写论文

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High-Frequency Data Analysis.rar (22.17 MB, 需要: 5 个论坛币) 本附件包括：
Statistical Arbitrage and High-Frequency Data.pdf
An Introduction to High-Frequency Finance(2001 by ACADEMIC PRESS ).djvu
Econometric Forecasting and High-Frequency Data Analysis（2008 by World Scientific）.pdf
High Frequency Financial Econometrics-Recent Developments(2008 Springer Science).pdf
High-Frequency Trading- A Practical Guide to Algorithmic Strategies and Trading Systems(2010 John Wiley&Sons,Inc).pdf
How To Trade the Highest Probability Opportunities- Price Bars and Chart Patterns(2009 Elliott Wave International).pdf
Quantitative Methods in High-Frequency Financial Econometrics.pdf
Hedging Effectiveness of Stock Index Futures.pdf
Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Volatility.pdf
Cross-Correlation Measures in the High-Frequency Domain.pdf
High Frequency Autocorrelation in the Returns of the SPY and the QQQ.pdf
High Frequency Market Microstructure Noise Estimates And Liquidity Measures.pdf
High-frequency cross-correlation in a set of stocks.pdf
Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns.pdf
Statistical properties of short term price trends in high frequency....pdf
Stock Index Volatility Forecasting with High Frequency Data.pdf
Testing for Jumps in High-Frequency Data-Slide.pdf
The Effect of High-Frequency Trading on Stock Volatility and Price Discovery.pdf