Essays on Financial Econometrics: Price Duration-Based Variance and Covariance Estimation Using High-Frequency Financial Data.

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Title: Essays on Financial Econometrics: Price Duration-Based Variance and Covariance Estimation Using High-Frequency Financial Data.
Author: Wang, Caiqin
Advisors: Denis Pelletier, Chair
Stephanie Kulesza, Graduate School Representative
Ilze Kalnina, Member
Zheng Li, Member
Barry Goodwin, Member
Date: 2020-06-12
Degree: Doctor of Philosophy
Discipline: Economics
URI: https://www.lib.ncsu.edu/resolver/1840.20/38045


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