Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models

Publikation: Bog/antologi/afhandling/rapport › Bog › Forskning

  • Nikolaus Hautsch
intensity models, point processes, volatility and liquidity estimation, doctoral thesis
OriginalsprogEngelsk
UdgivelsesstedBerlin
ForlagSpringer
Antal sider291
ISBN (Trykt)3540211349
StatusUdgivet - 2004
NavnLecture Notes in Economics and Mathematical Systems
Vol/bind539

Bibliografisk note

JEL Classification: C22, C32, C41

ID: 63300