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High-frequency financial market data : sources, applications and market microstructure

Owain Ap Gwilym

Publication Data

Title High-frequency financial market data : sources, applications and market microstructure
Author Owain Ap Gwilym
Contributor Charles M. S. Sutcliffe
Publisher Risk
Publication date 1999
Publication location London
Language English

Topics

Capital market :: Data processing
Risk assessment

Catalogue Data

OBNB ID GB99X6427
ISBN 10 1899332499
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.041

ISBD

P1053 vi, 162 p.
P1042 Includes bibliographical references.

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High-frequency financial market data : sources, applications and market microstructure by Owain Ap Gwilym. ISBN 1899332499. Published by Risk in 1999. Publication and catalogue information, links to buy online and reader comments.