Three essays on financial econometrics
This dissertation develops several econometric techniques to address three issues in financial economics, namely, constructing a real estate price index, estimating structural break points, and estimating integrated variance in the presence of market microstructure noise and the corresponding micros...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/521 https://ink.library.smu.edu.sg/context/etd_coll/article/1522/viewcontent/Three_Essays_on_Financial_Econometrics.pdf |
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| Institution: | Singapore Management University |
| Language: | English |