TY  - BOOK
AU  - Dacorogna,Michel D.
AU  - Gencay,Ramazan
AU  - Müller,Ulrich A.
TI  - An introduction to high-frequency finance
SN  - 0122796713
U1  - 332 23
PY  - 2001///
CY  - San Diego (Estados Unidos)
PB  - Academic Press
KW  - ARMARC
KW  - Finanzas
KW  - Modelos econométricos
KW  - Economía
N1  - 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
ER  -