Econometric modeling of high-frequency financial data with applications to market microstructure /

Econometric modeling of high-frequency financial data with applications to market microstructure /

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Bibliographic Details
Author / Creator:	Zhang, Michael Yuanjie.
Imprint:	2001.
Description:	viii, 78 leaves : ill. ; 28 cm.
Language:	English
Subject:	Stock exchanges -- Econometric models. Autoregression (Statistics) Autoregression (Statistics) Stock exchanges -- Econometric models.
Format:	E-Resource Dissertations Print
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/4401729

Hidden Bibliographic Details
Notes:	Thesis (Ph. D.)--University of Chicago, Graduate School of Business, March 2001. Includes bibliographical references. Also available on the Internet.

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