20. High Frequency Finance: Using Scaling Laws to Build Trading Models
- Jessica James,
- Ian W. Marsh3 and
- Lucio Sarno3,4
Published Online: 8 OCT 2012
Copyright © 2012 John Wiley & Sons, Inc.
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
Cass Business School, London, UK
- Published Online: 8 OCT 2012
- Published Print: 14 JUN 2012
Print ISBN: 9780470768839
Online ISBN: 9781118445785
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