01017nam a2200205Ia 4500 CTU_149797 210402s9999 xx 000 0 und d 71.37 330.015195 I.61 An introduction to high-frequency finance Michel M. Dacorogna ... [et al.] San Diego Academic Press 2001 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 Tài chính,Finance Các mô hình kinh tế,Econometric models Duy Bằng Trung tâm Học liệu Trường Đại học Cần Thơ