A generalized gamma autoregressive conditional duration model
by Asger Lunde
| Year of publication: |
1999
|
|---|---|
| Authors: | Lunde, Asger |
| Published in: |
Econometric modelling of durations between economic events. - Århus. - 1999, p. 31-68
|
| Subject: | Zeitreihenanalyse | Time series analysis | Dauer | Duration | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Econometric modelling of durations between economic events |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001442379