Standard
Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models. / Hautsch, Nikolaus.
Berlin : Springer, 2004. 291 s. (Lecture Notes in Economics and Mathematical Systems, Bind 539).
Publikation: Bog/antologi/afhandling/rapport › Bog › Forskning
Harvard
Hautsch, N 2004, Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models. Lecture Notes in Economics and Mathematical Systems, bind 539, Springer, Berlin.
APA
Hautsch, N. (2004). Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models. Springer. Lecture Notes in Economics and Mathematical Systems Bind 539
Vancouver
Hautsch N. Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models. Berlin: Springer, 2004. 291 s. (Lecture Notes in Economics and Mathematical Systems, Bind 539).
Author
Hautsch, Nikolaus. / Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models. Berlin : Springer, 2004. 291 s. (Lecture Notes in Economics and Mathematical Systems, Bind 539).
Bibtex
@book{7feabb30a88811dbbee902004c4f4f50,
title = "Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models",
abstract = "intensity models, point processes, volatility and liquidity estimation, doctoral thesis",
author = "Nikolaus Hautsch",
note = "JEL Classification: C22, C32, C41",
year = "2004",
language = "English",
isbn = "3540211349",
series = "Lecture Notes in Economics and Mathematical Systems",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - BOOK
T1 - Modelling Irregularly Spaced Financial Data
T2 - Theory and Practice of Dynamic Duration Models
AU - Hautsch, Nikolaus
N1 - JEL Classification: C22, C32, C41
PY - 2004
Y1 - 2004
N2 - intensity models, point processes, volatility and liquidity estimation, doctoral thesis
AB - intensity models, point processes, volatility and liquidity estimation, doctoral thesis
M3 - Book
SN - 3540211349
T3 - Lecture Notes in Economics and Mathematical Systems
BT - Modelling Irregularly Spaced Financial Data
PB - Springer
CY - Berlin
ER -
