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High-frequency Trading

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  • Riccardo Rebonato

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Suggested Citation

  • Riccardo Rebonato, 2015. "High-frequency Trading," Quantitative Finance, Taylor & Francis Journals, vol. 15(8), pages 1267-1271, August.
    • Handle: RePEc:taf:quantf:v:15:y:2015:i:8:p:1267-1271
    DOI: 10.1080/14697688.2015.1050869
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    References listed on IDEAS

    as
    1. Mandelbrot, Benoit B, 1973. "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices: Comment," Econometrica, Econometric Society, vol. 41(1), pages 157-159, January.
    2. Clark, Peter K, 1973. "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," Econometrica, Econometric Society, vol. 41(1), pages 135-155, January.
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