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lampard (blue sword) 于 (Tue Mar 6 12:19:47 2007) 提到:
有什么推荐? 好象关于high frequency trading的书
只有见到Gencay, Dacorogna的一本an introduction to high-frequency finance,
看介绍application主要在foreign exhcange market上.
究竟这本书怎么样? 还有其他什么相关书籍资料有介绍
high frequency trading的?
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squash (日三醒吾身) 于 (Tue Mar 6 17:14:06 2007) 提到:
The only book I can find is "An introduction to high-frequency financial
data" by Michel Dacorogna, et al.
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