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This dissertation comprises of three stand-alone research papers, all considering the use of high frequency financial data for financial market risk measurement. The first chapter considers the extraction of liquidity information from the intraday limit order book to enhance the daily market...
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Much of the literature on inequality, both that on the theoretical features of inequality measurement and that on the … discussion of the results of empirical analysis, has preferred to focus on income inequality. This paper looks into the analysis … of wealth inequality, which can be performed by carefully adapting the techniques used in the case of income …
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