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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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Multivariate statistical analysis: statistical inference, statistical models and applications
Domański, Czesław (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780718
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Multivariate statistical analysis statistical inference, statistical models and applications
Domański, Czesław (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003905174
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Contaminated, corrupted, and missing data
Molinari, Francesca - 2003
Persistent link: https://www.econbiz.de/10003623845
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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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Essays on partial identification in econometrics and finance
Galichon, Alfred - 2007
Persistent link: https://www.econbiz.de/10009691355
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Multivariate statistical analysis theory and practice
Domański, Czesław (contributor);  … - 2013
Persistent link: https://www.econbiz.de/10010225885
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Handbook of applied econometrics and statistical inference
Ullah, Aman (ed.); Wan, Alan T. K. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001653280
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Handbook of applied economic statistics
Ullah, Aman (ed.); Giles, David E. A. (contributor) - 1998
Persistent link: https://www.econbiz.de/10013282228