The econometrics of ultra high frequency data:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1996
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
5816 |
| Subjects: | |
| Links: | http://papers.nber.org/papers/w5816.pdf |
| Physical Description: | 18 S. graph. Darst. |
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| language | English |
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| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut The econometrics of ultra high frequency data Robert F. Engle Cambridge, Mass. 1996 18 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5816 Ökonometrisches Modell Estimation theory Time-series analysis Econometric models Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5816 (DE-604)BV002801238 5816 http://papers.nber.org/papers/w5816.pdf kostenfrei Volltext |
| spellingShingle | Engle, Robert F. 1942- The econometrics of ultra high frequency data National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Estimation theory Time-series analysis Econometric models |
| title | The econometrics of ultra high frequency data |
| title_auth | The econometrics of ultra high frequency data |
| title_exact_search | The econometrics of ultra high frequency data |
| title_full | The econometrics of ultra high frequency data Robert F. Engle |
| title_fullStr | The econometrics of ultra high frequency data Robert F. Engle |
| title_full_unstemmed | The econometrics of ultra high frequency data Robert F. Engle |
| title_short | The econometrics of ultra high frequency data |
| title_sort | the econometrics of ultra high frequency data |
| topic | Ökonometrisches Modell Estimation theory Time-series analysis Econometric models |
| topic_facet | Ökonometrisches Modell Estimation theory Time-series analysis Econometric models |
| url | http://papers.nber.org/papers/w5816.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf theeconometricsofultrahighfrequencydata |