Analysis of High-Frequency Data

Handbook of Financial Econometrics, Vol 1

Volumn , Issue , 2010, Pages 383-426

  Russell, Jeffrey R ^a   Engle, Robert F ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84882552097     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-0-444-50897-3.50010-9     Document Type: Chapter

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