مرکز منطقه ای اطلاع رساني علوم و فناوري - High frequency data in financial markets: Issues and applications

Title of article :

High frequency data in financial markets: Issues and applications

Author/Authors :

Charles A. E. Goodhart، نويسنده , , Maureen OʹHara، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1997

Pages :

From page :

To page :

114

Keywords :

Model estimation , Econometric methods , market microstructure , Foreign exchange

Journal title :

Journal of Empirical Finance

Serial Year :

1997

Journal title :

Journal of Empirical Finance

Record number :

130606

Link To Document :