| ID | 352510 |
| Title Proper | Problems encountered when using high frequency financial market data : Suggested solutions |
| Language | ENG |
| Author | Gwilym (Owain ap) ; Sutcliffe (Charles) |
| `In' analytical Note | Journal of Financial Management and Analysis 25(2) Jul-Dec 2012pp15-28 |
| Journal Source | Journal of Financial Management and Analysis 25(2) Jul-Dec 2012pp15-28 |
| Classification Number | X:6-8 |
| Key Words | Market microstructure ; High Frequency Data ; Differencing Interval ; Intraday data |