2Charles A.E., Good Hart, Maureen O'Hara. High Frequency Data in Fi- nancial Markets: Issues and Applications[J].Journal of Empirical Finance, 1997,(4).
3Ruey S. Tsay. Editor' s Introduction to Panel Discussion on Analysis of High Frequency Data[J].Joumal of Business &Economic Statistics,2000, 139.
4Torben G. Andersen. Some Reflections on Analysis of High Frequency Data[J]. Journal of Business &Economic Statistics ,2000,18(2).
5Nicholas G. Polson, Bernard V. Tew. Bayseian Portfolio Selection: an Empirical Analysis of the S&P 500 Index 1970-1996[J].Joumal of Busi- ness &Eeonomie Statistics ,2000,18(2).
6Eric Ghysels. Some Econometric Recipes for High Frequency Data Cooking[J]. Journal of Business &Economic Statistics ,2000,18(2).
7Robert. Wood. Market Mierostructure Research Database: History and Projections[J].Joumal of Business &Economic Statistics ,2000,18(2).
