Essays on Using High-Frequency Data in Empirical Asset Pricing Models

By Qianqiu Liu

This dissertation explores using high-frequency data in empirical asset pricing models. It includes three chapters. The first chapter provides a survey on the use, analysis, and application of... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639222261
• ISBN13: 9783639222265
• Release Date: December 2009
• Publisher: VDM Verlag
• Length: 128 Pages
• Weight: 0.44 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"