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An introduction to high frquencu finance
By M.M. Dacorogna,R.Gincay, U.Muller and R.B.Olsen,2001
Content
1.Introduction
2.Markets and data
3.time series and interest
4.Adaptive data cleaning
5.Basic stylelize facts
6.modeling seasenal volatility
7.Realized volatility dynamic
8.Volatility process
9.Forecasting risk and return
10.Correlation and multivariate risk
11.Trading model
12.Toward theory fo heterogeneous markets
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