LIBROS DEL AUTOR: qianqiu liu

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  • Essays on Using High-Frequency Data in Empirical Asset Pricing Models
    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 high-frequency data. I concentrate on the research using intraday observations on volatility measurement and forecast evaluation, especially after the realized volatility approach introdu...
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