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Three Essays on Using High Frequency Data in Estimating Financial Risks
Großmaß, Lidan - 2013
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...
Persistent link: https://www.econbiz.de/10010200953
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Special issue on encompassing
Hendry, David F. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003784083
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Partial identification via inequality restrictions : inference and applications in industrial organization
Rosen, Adam M. - 2006
Persistent link: https://www.econbiz.de/10003908260
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Many instruments, sample selection and treatment effects in econometrics
Hasselt, Martijn van - 2006
Persistent link: https://www.econbiz.de/10003973867
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Contaminated, corrupted, and missing data
Molinari, Francesca - 2003
Persistent link: https://www.econbiz.de/10003623845
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Estimation and inference in nonparametric frontier models : recent developments and perspectives
Simar, Léopold; Wilson, Paul W. - 2013
Persistent link: https://www.econbiz.de/10009770374
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Bayesian inference in dynamic discrete choice models
Norets, Andriy - 2007
Persistent link: https://www.econbiz.de/10009689086
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Uniform inferences in econometrics
Mikusheva, Anna - 2007
Persistent link: https://www.econbiz.de/10009689094
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Essays on partial identification in econometrics and finance
Galichon, Alfred - 2007
Persistent link: https://www.econbiz.de/10009691355