000			01386nam a2200385 a 4500
001			7301
003			EIA
008			141112t2001 us d gr 000 0 spa d
020			_a0122796713
040			_aCO-EnEIA _erda
041	0		_aeng
082	0	4	_a332 _bA531 _223 _qCO-EnEIA
100	1		_914239 _aDacorogna, Michel D.
245	1	3	_aAn introduction to high-frequency finance _c/ Michel M. Dacorogna, Ramazan Gencay, Ulric A. Müller, Richard B. Olsen, Olivier V. Pictet
264	3	1	_aSan Diego (Estados Unidos) : _bAcademic Press, _c2001
300			_axxvi, 383 páginas : _bgráficas ; _c24x16 cm.
505	2		_aI. Introduction
505	2		_a2. Markets and data
505	2		_a3. Time serie of interest
505	2		_a4. Adaptative data cleaning
505	2		_a5. Basic stylized facts
505	2		_a6. Modeling seasonal volatility
505	2		_a7. Realized volatility dynamics
505	2		_a8. Volatility processes
505	2		_a9. Forecasting risk and return
505	2		_a10. Correlation and multivariate risk
505	2		_a11. Tradinf models
505	2		_a12. Towar a theory of heterogeneous markets
505	2		_a11. Trading models
650	1	7	_2ARMARC _981 _aFinanzas _xModelos econométricos
650	2	7	_2ARMARC _923 _aEconomía _xModelos econométricos
700	1		_914240 _aGencay, Ramazan _eAutor
700	1		_914241 _aMüller, Ulrich A. _eAutor
942			_02 _2ddc _cBK
999			_c538 _d538