1.Paper : Analysis of High-Frequency Financial Data with S-Plus 3.58Mb,41 pages

2.S-plus scripts : HFLibrary.ssc , HFAnalysis.ssc

3.Dataset:eur_usd.txt, quote_ge.txt, quote_msft.txt, trade_ge.txt, trade_msft.txt 18.9Mb.

4.记得设好"路径",没读取数据,表示路径没设好.