Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions

Nikolaus Hautsch

Year of publication:	1999
Authors:	Hautsch, Nikolaus
Publisher:	Konstanz : Univ., Center of Finance and Econometrics
Subject:	Zinsderivat \| Interest rate derivative \| Handelsvolumen der Börse \| Trading volume \| Marktmikrostruktur \| Market microstructure \| Mikroökonometrie \| Microeconometrics \| Schätzung \| Estimation \| Theorie \| Theory \| Deutschland \| Germany \| Statistische Bestandsanalyse \| Duration analysis

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