The econometrics of ultra-high frequency data
By: Robert F. Engle.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5816; Working paper series (National Bureau of Economic Research) -- working paper no. 5816.
Publisher: National Bureau of Economic Research
Published: 1996
Place of publication: Cambridge, MA
Language: eng
Number of pages: 18
Subjects: Time-series analysis -- Econometric models.; Estimation theory.
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