Five contributions to econometric theory and the econometrics of ultra-high-frequency data

Five contributions to econometric theory and the econometrics of ultra-high-frequency data

Bibliographic Details
Main Author: Meitz, Mika
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Ekonomisk Statistik (ES) 2006
Subjects:
Financial econometrics
Econometric theory
Ultra-high-frequency data
Durations
Misspecification testing
Marked point processes
Geometric ergodicity
Strict stationariaty
Time series
Markov chain
Econometrics
Ekonometri
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1617
http://nbn-resolving.de/urn:isbn:91-7258-694-X

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1617
http://nbn-resolving.de/urn:isbn:91-7258-694-X

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