High frequency data in financial markets: Issues and applications

Journal of Empirical Finance

Volumn 4, Issue 2-3, 1997, Pages 73-114

  Goodhart, Charles A E ^a   O'Hara, Maureen ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b The Samuel Curtis Johnson Graduate School of Management   (United States)

Author keywords

Econometric methods; Foreign exchange; Market microstructure; Model estimation

Indexed keywords

EID: 0031161691     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(97)00003-0     Document Type: Conference Paper

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