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subject:"Time series analysis"
~person:"Lunde, Asger"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
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Lunde, Asger
Koopman, Siem Jan
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Econometric modelling of durations between economic events
3
CREATES research paper
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ECONIS (ZBW)
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Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
2
A conjugate gamma model for durations in transaction data
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 5-30)
.
1999
Persistent link: https://www.econbiz.de/10001442374
Saved in:
3
A generalized gamma autoregressive conditional duration model
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 31-68)
.
1999
Persistent link: https://www.econbiz.de/10001442379
Saved in:
4
Trade and quotes : a bivariate point process
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 71-108)
.
1999
Persistent link: https://www.econbiz.de/10001442381
Saved in:
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