Essays on high-frequency financial econometric
This dissertation consists of three papers contributing to the theory of estimation and inference of high-frequency financial data. In the second chapter, a general framework is introduced for optimal nonparametric spot volatility estimation based on intraday range data, comprised of the first, high...
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| المؤلف الرئيسي: | |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2024
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| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/etd_coll/607 https://ink.library.smu.edu.sg/context/etd_coll/article/1605/viewcontent/Dissertation_Qiyuan.pdf |
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