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An Introduction to

High-Frequency Finance = =

Michel M. Dacorogna Ramazan Gerujay Ulrich Miiller Richard B. Olsen



AN INTRODUCTION

HIGH-FREQUENCY FINANCE

Michel M. Dacorogna

Zurich Re, Switzerland

Ramazan Gencay

University of Windsor, Canada Olsen & Associates, Switzerland

Ulrich A. Muller

Olsen & Associates, Switzerland

Richard B. Olsen

Olsen & Associates, Switzerland

Olivier V. Pictet

Dynamic Asset Management, Switzerland

ACADEMIC PRESS

A Harcourt Science and Technology Company

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Cover images © 2001 PhotoDisc, Inc.

This book is printed on acid-free paper.

Copyright © 2001 by ACADEMIC PRESS All Rights Reserved.

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Library of Congress Catalog Card Number: 2001088178 International Standard Book Number: 0-12-279671-3

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