Alexander Aue

University of California, Davis

One Shields Avenue

Apt 153

Davis, CA 95616

United States

  • University of California, Davis

SCHOLARLY PAPERS

2

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146

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0

Scholarly Papers (2)

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1.

Limit Laws in Transaction-Level Asset Price Models

Downloads 78 (676,167)

Limit Laws in Transaction-Level Asset Price Models

NYU Working Paper No. SOR-2012-02
Number of pages: 49 Posted: 21 Jul 2012
Alexander Aue, Lajos Horváth, Clifford Hurvich and Philippe Soulier
University of California, Davis, University of Utah - Department of Mathematics, New York University (NYU) - Leonard N. Stern School of Business and Université d'Évry
Downloads 39 (973,795)

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Limit Laws in Trasnaction-Level Asset Price Models

NYU Working Paper No. 2451/31584
Number of pages: 49 Posted: 10 Sep 2013
Alexander Aue, Lajos Horváth, Clifford Hurvich and Philippe Soulier
University of California, Davis, University of Utah - Department of Mathematics, New York University (NYU) - Leonard N. Stern School of Business and Université d'Évry
Downloads 39 (973,795)

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2.

Limit Laws in Transaction-Level Asset Price Models

NYU Working Paper No. CEDER-09-02
Number of pages: 22 Posted: 08 Jun 2009
Alexander Aue, Lajos Horváth and Clifford Hurvich
University of California, Davis, University of Utah - Department of Mathematics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 68 (729,925)

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