Essays in Financial Econometrics

<p>This dissertation consists of three essays. In the first essay, I analyze the performance of five different classes of integrated variance estimators when applied to various stocks of differing market capitalization in an attempt to discover the circumstances under which one estimator shoul...

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Bibliographic Details
Main Author: Carlston, Benjamin Arthur
Other Authors: Patton, Andrew
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10161/8058