The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process

Publikation: Working paper › Forskning

Standard

The Latent Factor VAR Model : Testing for a Common Component in the Intraday Trading Process. / Hautsch, Nikolaus.

Cph. : Department of Economics, University of Copenhagen, 2005.

Publikation: Working paper › Forskning

Harvard

Hautsch, N 2005 'The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process' Department of Economics, University of Copenhagen, Cph.

APA

Hautsch, N. (2005). The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process. Department of Economics, University of Copenhagen.

Vancouver

Hautsch N. The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process. Cph.: Department of Economics, University of Copenhagen. 2005.

Author

Hautsch, Nikolaus. / The Latent Factor VAR Model : Testing for a Common Component in the Intraday Trading Process. Cph. : Department of Economics, University of Copenhagen, 2005.

Bibtex

@techreport{53c91520a88711dbbee902004c4f4f50,
title = "The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process",
abstract = " ",
author = "Nikolaus Hautsch",
note = "JEL Classification: C15, C32, C52",
year = "2005",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",

}

RIS

TY - UNPB

T1 - The Latent Factor VAR Model

T2 - Testing for a Common Component in the Intraday Trading Process

AU - Hautsch, Nikolaus

N1 - JEL Classification: C15, C32, C52

PY - 2005

Y1 - 2005

N2 -  

AB -  

M3 - Working paper

BT - The Latent Factor VAR Model

PB - Department of Economics, University of Copenhagen

CY - Cph.

ER -

ID: 159117