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 |
| Subject: | Financial Futures | Wertpapierhandel | Zeitfaktor | Semiparametrisches Modell |
| Extent: | 32 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. 99,03 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004570150