Three essays on the econometric analysis of high frequency financial data

Doctoral thesis English OPEN
OOMEN, Roel C. A.;
(2003)

Defence date: 13 June 2003 Examining Board: Prof. H. Peter Boswijk, University of Amsterdam ; Prof. Søren Johansen, University of Copenhagen, Supervisor ; Prof. Helmut Lütkepohl, EUI ; Prof. Stephen Taylor, Lancaster University This thesis is motivated by the obse... View more
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