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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, (…

financial markets high-frequency data data analysis tick-by-tick data order bookdata market microstructure econophysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)
researchProduct

Nicolai Heneli[i] [...] Silesiographia Hoc est Silesiæ Delineatio Brevis Et succincta [...]

Old prints marginalia
book

Opera Wergiliana docte et familiariter exposita; docte quide[m] Bucolica & Georgica a Seruio. Donato. Mancinello: & Probo nuper addito: cu[m] adnotat…

Old prints Vergilius Maro Publius Aeneis Bucolica Georgica
book

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.

Christian marriage divorce sacrament
book