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marino89


Total Posts: 16
Joined: Jul 2012
 
Posted: 2012-07-23 10:21

Hi,

Have you ever heard about this book? I'm currently doing some work about tick data and I would like to know whether it would be useful to buy this book.

http://www.amazon.com/Econometrics-Financial-High-Frequency-Nikolaus-Hautsch/dp/3642219241/ref=sr_1_2?ie=UTF8&qid=1343031494&sr=8-2

thanks!

sharpend


Total Posts: 270
Joined: Aug 2007
 
Posted: 2012-07-24 16:09
Without knowing what your some 'work about tick data is', I can't answer that. I have the book--my impression is generally good and I could answer a specific question about it. Many libraries have free access to Springer books, so you might want to head to your local Uni to check it out.
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