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High frequency data entry: statistical findings at high frequency
2010
We introduce some of the most common types of high-frequency financial data: tick-by-tick data, trade andquote data, order bookdata, andmarket member data. We describe the types of variables that are usually available in the most popular high-frequency financial databases. We discuss the issues related to the handling of these data, including cleaning protocols, timing issues, and issues related to data size. We then briefly consider the issues related to the stylized facts detected in the empirical analysis of high- frequency data. Specifically, we consider (i) the irregular temporal spacing of the events at high frequency and its relevance for the econometric modeling of financial variables, (…
Nicolai Heneli[i] [...] Silesiographia Hoc est Silesiæ Delineatio Brevis Et succincta [...]
Opera Wergiliana docte et familiariter exposita; docte quide[m] Bucolica & Georgica a Seruio. Donato. Mancinello: & Probo nuper addito: cu[m] adnotat…
Christiani Matrimonii Institutio per Des. Erasmum Roterodamum, opus nunc primum & natum, & excusum
The author re-evaluates the concept of conjugal love: marriage is the mystical union of two souls, the expression of an emotional understanding between spouses. He also suggests a mitigation of the norms on the indissolubility of marriage: if there is conflict between the spouses, for the salvation of their souls he considers the possibility, as extrema ratio, of dissolving their marriage.