An introduction to high-frequency finance [electronic resource] / High-frequency finance Michel M. Dacorogna ... [et al.]. - San Diego : Academic Press, c2001. - 1 online resource (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.

9780080499048


Finance--Econometric models.
Time-series analysis.


Electronic books.

330/.0151955