The Econometrics of Ultra‐high‐frequency Data
Robert F. Engle
p. 1-22
Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Robert F. Engle
p. 1-22
Donald W. K. Andrews, Moshe Buchinsky
p. 23-51
Richard Blundell, Jean‐Marc Robin
p. 53-84
Dilip Abreu, Faruk Gul
p. 85-117
Stefan Krasa, Anne P. Villamil
p. 119-134
Nicola Persico
p. 135-148
Bernhard Rauch
p. 149-156