Beyond Merton's utopia : effects of non-normality and dependence on the precision of variance estimaters using high-frequency financial data /

Description

Thesis (Ph. D.)--University of Chicago, Graduate School of Business. / Includes bibliographical references. Also available on the Internet.

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1. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:9990525

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Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/45884528
Date	January 2000
Creators	Bai, Xuezheng.
Source Sets	OCLC
Language	English
Detected Language	English