Three Essays on Realized Volatility Models for High-Frequency Data.

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dc.contributor.advisorDenis Pelletier, Chair
dc.contributor.advisorBarry Goodwin, Member
dc.contributor.advisorWalter Thurman, Member
dc.contributor.advisorPeter Bloomfield, Minor
dc.contributor.authorShen, Ji
dc.date.accepted2017-04-06
dc.date.accessioned2017-04-08T12:32:29Z
dc.date.available2017-04-08T12:32:29Z
dc.date.defense2017-03-27
dc.date.issued2017-03-27
dc.date.released2017-04-08
dc.date.reviewed2017-03-31
dc.date.submitted2017-03-27
dc.degree.disciplineEconomics
dc.degree.leveldissertation
dc.degree.nameDoctor of Philosophy
dc.identifier.otherdeg6335
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.20/33594
dc.rights
dc.titleThree Essays on Realized Volatility Models for High-Frequency Data.

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