Analysis of ultra-high-frequency financial data using advanced Fourier transforms

Finance Research Letters

Volumn 6, Issue 1, 2009, Pages 47-53

  Giampaoli, Iacopo ^a   Ng, Wing Lon ^a   Constantinou, Nick ^a  

^a UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

Fourier analysis; Irregularly spaced data; Ultra high frequency data

Indexed keywords

EID: 60649095623     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2008.11.002     Document Type: Article

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