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An introduction to high-frequency finance

Dacorogna, Michel M

An introduction to high-frequency finance Michel M. Dacorogna ... [et al.] - Amsterdam Elsevier / Academic Press c2001 - xxvi, 383 p. : ill. ; 24 cm

Includes bibliographical references (p. 356-375) and index

ISBN: 9780122796715

Subjects--Topical Terms:
Finance - Econometric models
Time-series analysis

Dewey Class. No.: 330.015195 DAC

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An introduction to high-frequency finance

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