High frequency financial econometrics : recent developments

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Bibliographic Information

Title
"High frequency financial econometrics : recent developments"
Statement of Responsibility
Luc Bauwens, Winfried Pohlmeier, David Veredas (eds.)
Publisher
  • Physica-Verlag
Publication Year
  • c2008
Book size
24 cm

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Notes

"Parts of the papers have been first published in 'Empirical economics,' vol. 30, no. 4, 2006."--T.p. verso

Includes bibliographical references

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