Essays in econometrics and time-series analysis

Thesis (Ph. D.)--University of Rochester. Dept. of Economics, 2010.

Authors:	Lee, Tae Suk (1976 ; Ploberger, Werner ; Yildiz, Nese
Publisher:	University of Rochester.
Subject:	High frequency data \| Realized variance \| Market microstructure noise \| Jump \| Likelihood test

Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Thesis
Language:	English
Source:	BASE

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009482965