An introduction to high-frequency finance. (©2001)

• Record Type: Book
• Other Titles: High-frequency finance
• Further Information: Note: Michel M. Dacorogna [and four others].
• Other Names: Dacorogna, Michel M
• Contents: Introduction -- Markets and data -- Time series of interest -- Adaptive data cleaning -- Basic stylized facts -- Modeling seasonal volatility -- Realized volatility dynamics -- Volatility processes -- Forecasting risk and return -- Correlation and multivariate risk -- Trading models -- Toward a theory of heterogeneous markets.
• Publisher Details: San Diego : Academic Press
• Publication Date: 2001
• Copyright Date: 2001
• Extent: 1 online resource (xxvi, 383 pages), illustrations
• Subjects: 330.01/51955; Finance -- Econometric models; Time-series analysis; Finance -- Econometric models. Time-series analysis; Finances -- Modèles économétriques; Série chronologique; BUSINESS & ECONOMICS -- Econometrics; BUSINESS & ECONOMICS -- Statistics; Finance -- Econometric models; Time-series analysis; Valutahandel; Tijdreeksen; Hoge frequenties; Electronic books; Electronic books
• Languages: English
• ISBNs: 9780122796715; 0122796713; 9780080499048
• Related ISBNs: 008049904X
• Notes: Note: Includes bibliographical references (pages 356-375) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.