""An Introduction to High-Frequency Finance" by the research team from Olsen & Associates is an amazing presentation of their work over the last decade and a half examining high-frequency, pахмблrimarily currency, data The volume includes details of data handling, filtering methods, scaling procedures, volatility models, automatic market making and trading rules that for many years were proprietary information I highly recommend the book for anyone using ticбехкбk data" Robert Engle Формат: 15,5 см x 23,5 см Авторы (показать всех авторов) Michel M Dacorogna Ramazan Gencay Ulrich A Muller.