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

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dc.contributor.advisor Denis Pelletier, Chair
dc.contributor.advisor Stephanie Kulesza, Graduate School Representative
dc.contributor.advisor Ilze Kalnina, Member
dc.contributor.advisor Zheng Li, Member
dc.contributor.advisor Barry Goodwin, Member
dc.contributor.author Wang, Caiqin
dc.date.accessioned 2020-06-26T12:31:06Z
dc.date.available 2020-06-26T12:31:06Z
dc.date.issued 2020-06-12
dc.date.submitted 2020-06-15
dc.identifier.other deg21869
dc.identifier.uri https://www.lib.ncsu.edu/resolver/1840.20/38045
dc.title Essays on Financial Econometrics: Price Duration-Based Variance and Covariance Estimation Using High-Frequency Financial Data.
dc.degree.name Doctor of Philosophy
dc.degree.level dissertation
dc.degree.discipline Economics
dc.date.accepted 2020-06-23
dc.date.defense 2020-06-12
dc.date.released 2020-06-26
dc.date.reviewed 2020-06-15


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