Dacorogna Michel M., Gencay Ramazan, Mueller Ulrich, Olsen Richard B., Pictet

Dacorogna Michel M., Gencay Ramazan, Mueller Ulrich, Olsen Richard B., Pictet (ISBN: 978-0-12-279671-5 . 9780122796715) Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Please contact us for details on condition of available copies of the book. SKUalb1c016ac3e30fe459.