Generalized Method of Integrated Moments for High-Frequency Data
Year of publication: |
2015
|
---|---|
Authors: | Li, Jia |
Other Persons: | Xiu, Dacheng (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments |
Extent: | 1 Online-Ressource (61 p) |
---|---|
Series: | Chicago Booth Research Paper ; No. 15-05 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 3, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2560343 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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