An introduction to high-frequency finance
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 t...
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| Format: | Book |
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| Language: | Undetermined |
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San Diego
Academic Press
2001
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| Institutions: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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