Nonlinear dynamics in high frequency intra-day financial data
Subtitle: evidence for the UK Long Gilt Futures Market
By: by David G. McMillan and Alan E.H. Speight.
Contributors: Speight, Alan E. H.; University of Wales (Swansea). Department of Economics.
Series: Discussion paper series -- no 99-04
Publisher: University College of Swansea, Department of Economics
Published: 1999
Language: eng