A smooth transition autoregressive conditional duration model
Min-Hsien Chiang
| Year of publication: |
2007
|
|---|---|
| Authors: | Chiang, Min-Hsien |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 11.2007, 1, p. 1-37
|
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Dauer | Duration | Börsenkurs | Share price | Statistische Bestandsanalyse | Duration analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1313 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009512623