Ramazan Gençay (Author), Michel Dacorogna (Author), Ulrich A. Muller (Author), Olivier Pictet (Author), Richard Olsen (Author)
内容很深刻,千万不要被introduction这个词骗了!!!
For academic use only, 东西是我从rapidshare上拽下来的,这本书的notation很疯狂,需要耐心仔细看。enjoy吧
amazon link,避免亲下错书。
http://www.amazon.com/Introduction-High-Frequency-Finance-Ramazan-Gen%C3%83%C2%A7ay/dp/0122796713/ref=sr_1_1?ie=UTF8&qid=1294890308&sr=8-1
大家在外读书不容易,随时可以写读书笔记,大家一起探讨