Completion time structures of stock price movements
| Year of publication: |
2005
|
|---|---|
| Authors: | Lunde, Asger ; Timmermann, Allan |
| Published in: |
Annals of Finance. - Springer. - Vol. 1.2005, 3, p. 293-326
|
| Publisher: |
Springer |
| Subject: | Completion time | Duration model | Stock price movements | Time-varying covariates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005673961