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Schienle, Melanie's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
98 |
Total
Citations
3 |
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Hautsch, Nikolaus Humboldt-Universität zu Berlin Malec, Peter Humboldt Universität zu Berlin Schienle, Melanie Humboldt University of Berlin - School of Business and Economics
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19 Nov 10
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Last Revised:
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08 Aug 12
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High-Frequency Data, Point-Mass Mixture, Multiplicative Error Model, Excess Zeros, Semiparametric Specification Test, Market Microstructure
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Mammen, Enno University of Heidelberg - Department of Applied Mathematics Rothe, Christoph affiliation not provided to SSRN Schienle, Melanie Humboldt University of Berlin - School of Business and Economics
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semiparametric estimation, generated covariates, profiling, propensity score
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