Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes

Nikolaus Hautsch; Peter Malec; Melanie Schienle

Year of publication:	2014
Authors:	Hautsch, Nikolaus ; Malec, Peter ; Schienle, Melanie
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. 12.2014, 1, p. 89-121
Subject:	high-frequency data \| point-mass mixture \| multiplicative error model \| excess zeros \| semiparametric specification test \| market microstructure \| Theorie \| Theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Statistische Verteilung \| Statistical distribution \| Schätzung \| Estimation \| Handelsvolumen der Börse \| Trading volume \| Finanzmarkt \| Financial market \| Marktmikrostruktur \| Market microstructure \| Börsenkurs \| Share price

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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

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