An edition of The econometrics of ultra-high frequency data (1996)

The econometrics of ultra-high frequency data

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The econometrics of ultra-high frequency data
R. F. Engle
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January 18, 2010 | History
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An edition of The econometrics of ultra-high frequency data (1996)

The econometrics of ultra-high frequency data

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
18

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Subjects
Econometric models, Time-series analysis, Estimation theory

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Edition Availability
Cover of: The econometrics of ultra-high frequency data
The econometrics of ultra-high frequency data
1996, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition Notes

"November 1996."

Includes bibliographical references (p. 17-18).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Financial support from the National Science Foundation. Grant SES 94-22575

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 5816, Working paper series (National Bureau of Economic Research) -- working paper no. 5816.

The Physical Object

Pagination
18 p. :
Number of pages
18

ID Numbers

Open Library
OL22411582M

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January 18, 2010 Edited by WorkBot add subjects and covers
December 11, 2009 Created by WorkBot add works page