Problems encountered when using high frequency financial market data: suggested solutions.

O.M. ap Gwilym, O. Ap Gwilym, C. Sutcliffe

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	38-51
Journal	Journal of Financial Management and Analysis
Volume	14
Issue number	1
Publication status	Published - 1 Jan 2001

Cite this

@article{7f27b5f43ce54fc8bed22911d9f21a30,

title = "Problems encountered when using high frequency financial market data: suggested solutions.",

author = "\{ap Gwilym\}, O.M. and \{Ap Gwilym\}, O. and C. Sutcliffe",

year = "2001",

month = jan,

day = "1",

language = "English",

volume = "14",

pages = "38--51",

journal = "Journal of Financial Management and Analysis",

issn = "0970-4205",

publisher = "Om Sai Ram Centre for Financial Management Research",

number = "1",

}