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Time series modelling of high frequency stock transaction data
Umeå University, Faculty of Social Sciences, Economics.
2006 (English)Doctoral thesis, comprehensive summary (Other academic)
Place, publisher, year, edition, pages
Umeå: Nationalekonomi , 2006. , 120 p.
Series
Umeå economic studies, ISSN 0348-1018 ; 675
Keyword [en]
Economics, Count data, Intra-day, High frequency, Time series, Estimation, Long memory, Finance
Keyword [sv]
Nationalekonomi
Research subject
Econometrics
Identifiers
URN: urn:nbn:se:umu:diva-757ISBN: 91-7264-076-6 (print)OAI: oai:DiVA.org:umu-757DiVA: diva2:144441
Public defence
2006-05-10, S213H, Samhällsvetarhuset, Umeå Universitet, Umeå, 13:15
Opponent
Supervisors
Available from: 2006-04-18 Created: 2006-04-18Bibliographically approved

Open Access in DiVA

fulltext(1380 kB)2958 downloads
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File name FULLTEXT01.pdfFile size 1380 kBChecksum SHA-1
9c1413cf2a543b0baeef3d81693d6ae6a3e6c967db92ec4d011ddb5b84dbd6060d2de473
Type fulltextMimetype application/pdf

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf