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Market Microstructure: Confronting Many Viewpoints (The Wiley Finance Series)


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 | #1228197 in eBooks |  2012-04-03 |  2012-04-03 | File type: PDF

||0 of 3 people found the following review helpful.| Worth the price for advanced traders|By Customer|This one was easy to find via Kindle search for "Market Microstructure". Market Microstructure: Confronting Many Viewpoints is edited from the proceedings of a conference held in December 2010. There are four parts:

I. Economic Microstructure Theory
II. High-Frequency Data Modeling
III. Market Impact<|From the Inside Flap||“Market microstructure is the most exciting area of research in quantitative finance today. The conference in Paris in 2010 brought together many of the world’s leading researchers, and this volume contains a large number of the

The latest cutting-edge research on market microstructure

Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous "stylized facts" in financial prices series, namely heavy tails, volatility, and clustering, and illustrate...

You easily download any file type for your gadget.Market Microstructure: Confronting Many Viewpoints (The Wiley Finance Series)   |  From Wiley. Which are the reasons I like to read books. Great story by a great author.

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