Some econometric recipes for high-frequency data cooking
Year of publication: |
2000
|
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Authors: | Ghysels, Eric |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 2, p. 154-163
|
Subject: | Zeitreihenanalyse | Time series analysis | Marktmikrostruktur | Market microstructure | Ökonometrie | Econometrics | Theorie | Theory |
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