Four essays on the econometric modelling of volatility and durations
The thesis "Four Essays on the Econometric Modelling of Volatility and Durations" consists of four research papers in the area of financial econometrics on topics of the modelling of financial market volatility and the econometrics of ultra-high-frequency data. The aim of the thesis is to...
Main Author: | Amado, Cristina |
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Format: | Doctoral Thesis |
Language: | English |
Published: |
Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
2009
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Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1325 http://nbn-resolving.de/urn:isbn:978-91-7258-794-6 |
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