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Title High-frequency financial market data : sources, applications and market microstructure / Owain ap Gwilym and Charles Sutcliffe.
Imprint London : Risk Books, ©1999.


 Internet  Electronic Book    AVAILABLE
Description 1 online resource (xi, 162 pages) : charts.
Series The Journal of financial engineering
Wiley series in financial engineering.
Bibliog. Includes bibliographical references (pages 133-162).
Note Available only to authorized UTEP users.
Print version record.
Subject Markets -- Microstructure.
Finance -- Data processing.
Other Author Sutcliffe, Charles.
American Association of Financial Engineers.
International Association of Financial Engineers.
Other Title Print version: Gwilym, Owain ap. High-frequency financial market data. London : Risk Books, ©1999 1899332499