Financial econometric analysis at ultra-high frequency: Data handling concerns

Christian Timothy Brownlees () and Giampiero M. Gallo ()

Computational Statistics & Data Analysis, 2006, vol. 51, issue 4, pages 2232-2245

Date: 2006
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6V8V ... 67a2c9a068a740639d66
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245

Access Statistics for this article

Computational Statistics & Data Analysis is edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Series data maintained by Heidi Boesdal ().