Econometric Analysis of Financial Markets Using High-Frequency Data
This dissertation employs high-frequency data and techniques to examine various topics in financial markets. Chapter 1 compares forward regression model with eight statistical/practical trading exchange rate models in terms of forecasting foreign exchange rates. Superior forecast power of the forwar...
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| Format: | Others |
| Language: | en |
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VANDERBILT
2006
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| Online Access: | http://etd.library.vanderbilt.edu/available/etd-08242006-142232/ |