Asymmetric stochastic conditional duration model a mixture of normal approach
Dinghai Xu; John Knight; Tony S. Wirjanto
| Year of publication: |
2011
|
|---|---|
| Authors: | Xu, Dinghai ; Knight, John L. ; Wirjanto, Tony S. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 9.2011, 3, p. 469-488
|
| Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dauer | Duration | Börsenkurs | Share price | Markov-Kette | Markov chain | Statistische Bestandsanalyse | Duration analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009407860