The Econometrics of Ultra-High Frequency Data
Year of publication: |
[2021]
|
---|---|
Authors: | Engle, Robert F. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Ökonometrie | Econometrics |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Series: | NBER Working Paper ; No. w5816 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1996 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R
Kivedal, Bjørnar Karlsen, (2024)
-
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A., (1994)
-
The econometric analysis of time series
Harvey, Andrew C., (1988)
- More ...
-
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim, (2010)
-
The Nobel memorial prize for Robert Engle
Diebold, Francis X., (2004)
-
Hassler, Uwe, (2003)
- More ...