High frequency trading time series

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Jump detection with wavelets for high-frequency financial

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High-Frequency Trading: Its Impact And Future | Seeking Alpha

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Too Fast to Fail: How High-Speed Trading Fuels Wall Street

High-Frequency Trading and Modern Market Microstructure. market makers / high-frequency traders 2. price time series modeling.

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BASED MODEL OF LOW- AND HIGH-FREQUENCY TRADING. observed in nancial time series have. the proportion of low- and high-frequency traders changes over time as.high-frequency financial time series. Modeling non-stationarities in high-frequency financial. trading via the order book is asynchronous and a.

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