Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.
This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.

This book reports on the first substantial UK study of parenting, disability and mental health. It examines the views of parents and children in 75 families. Covering a broad spectrum of issues facing disabled parents and their families, Parenting and disability: provides a comprehensive review of relevant policy issues; explores the barriers to full participation in parenting that disabled parents face; examines the complex ways in which broader social divisions, including gender and socioeconomic status, interact with disability; advocates measures to support disabled parents and their families by promoting and supporting relationships within the family. The book is aimed at a wide audience, including students and academics in social policy, social work, disability studies, sociology, education, and nursing, people working in the voluntary sector, disabled activists and their supporters, as well as policy makers and practitioners in a range of statutory agencies.