Dacorogna, Michel D. <br/><br/>
An introduction to high-frequency finance 
/ Michel M. Dacorogna, Ramazan Gencay, Ulric A. Müller, Richard B. Olsen, Olivier V. Pictet 
 - xxvi, 383 páginas :  gráficas ;  24x16 cm. 
<br/><br/>I. Introduction 2. Markets and data 3. Time serie of interest 4. Adaptative data cleaning 5. Basic stylized facts 6. Modeling seasonal volatility 7. Realized volatility dynamics 8. Volatility processes 9. Forecasting risk and return 10. Correlation and multivariate risk 11. Tradinf models 12. Towar a theory of heterogeneous markets 11. Trading models 
<br/><br/><label>ISBN: </label>0122796713 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finanzas--Modelos econométricos<br/>Economía --Modelos econométricos
<br/><br/><label>Dewey Class. No.: </label>332  / A531