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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...
Persistent link: https://www.econbiz.de/10010200953
include parametric and non-parametric techniques to date the business cycle in aggregate data as well as the compilation and …
Persistent link: https://www.econbiz.de/10011697527
This dissertation consists of five distinct empirical papers covering two large areas of research that are rather independent from each other: the economics of ageing and the economics of innovation. The first three chapters cover the impact of intergeneration interaction on the parents of adult...
Persistent link: https://www.econbiz.de/10011742990