Essays in econometrics
This thesis consists of two main parts. The rst part deals with an analysis of realized volatility and its relationship with market mi- crostructure problem. The second part of the thesis presents a time trend analysis in a panel data framework, with a semiparametric ap- proach. Chapter 1 introduces...
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Queen Mary, University of London
2011
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.545980 |