20. High Frequency Finance: Using Scaling Laws to Build Trading Models

  1. Jessica James,
  2. Ian W. Marsh3 and
  3. Lucio Sarno3,4
  1. Alexandre Dupuis1,2 and
  2. Richard B. Olsen1,2

Published Online: 8 OCT 2012

DOI: 10.1002/9781118445785.ch20

Handbook of Exchange Rates

Handbook of Exchange Rates

How to Cite

Dupuis, A. and Olsen, R. B. (2012) High Frequency Finance: Using Scaling Laws to Build Trading Models, in Handbook of Exchange Rates (eds J. James, I. W. Marsh and L. Sarno), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118445785.ch20

Editor Information

  1. 3

    Cass Business School, London, UK

  2. 4

    CEPR, UK

Author Information

  1. 1

    Olsen Ltd., Zurich, Switzerland

  2. 2

    Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, UK

Publication History

  1. Published Online: 8 OCT 2012
  2. Published Print: 14 JUN 2012

ISBN Information

Print ISBN: 9780470768839

Online ISBN: 9781118445785

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