http://press.princeton.edu/titles/10261.html
High-Frequency Financial Econometrics
Yacine Aït-Sahalia & Jean Jacod
Hardcover | June 2014 | $55.00 / £37.95 | ISBN: 9780691161433
688 pp. | 6 x 9 | 35 line illus. 3 tables.|
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eBook | ISBN: 9781400850327 |