An Introduction to High-Frequency Finance

An Introduction to High-Frequency Finance

Editorial Reviews
Review
"The authors have shaped the field of high-frequency data in finance; the text provides an excellent summary of their pioneering work."
Paul Embrechts, Professor of Mathematics, ETH Zurich

Review
"The authors have shaped the field of high-frequency data in finance; the text provides an excellent summary of their pioneering work."
Â-Paul Embrechts, Professor of Mathematics, ETH Zurich

An Introduction to High-Frequency Finance

An Introduction to High-Frequency Finance,Ramazan Gençay,Michel Dacorogna,Ulrich A. Muller,Olivier Pictet,Richard Olsen,Academic Press,0122796713,Accounting - General,Business & Economics,Business / Economics / Finance,Business/Economics,Econometric models,Econometrics,Economics - General,Finance,Investments & Securities - General,Probability & Statistics - General,Time Series Analysis,Time-series analysis,Social Science / Statistics

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