An introduction to high-frequency finance [electronic resource] / High-frequency finance Michel M. Dacorogna ... [et al.]. - San Diego : Academic Press, c2001. - xxvi, 383 p. : ill.

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


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Finance--Econometric models.
Time-series analysis.


Electronic books.

HG106 / .I58 2001eb