Applied Quantitative Finance
by Ludger Overbeck, Wolfgang K. Härdle, Nikolaus Hautsch
ISBN 13: 9783540691778
Format: Hardcover (448 pages) Publisher: Springer Published: 25 Aug 2008
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Econometrics of Financial High-Frequency Data
by Nikolaus Hautsch
ISBN 13: 9783642219245
Format: Hardcover (373 pages) Publisher: Springer Published: 12 Oct 2011