Essays on Modeling of Volatility, Duration and Volume in High-frequency Data.

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Title: Essays on Modeling of Volatility, Duration and Volume in High-frequency Data.
Author: Zheng, Haiqing
Advisors: Denis Pelletier, Chair
Atsushi Inoue, Member
Walter Thurman, Member
Peter Bloomfield, Member
Jeffrey Scroggs, Minor
Date: 2012-08-08
Degree: Doctor of Philosophy
Discipline: Economics
URI: http://www.lib.ncsu.edu/resolver/1840.16/8020


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