Determinants of inter trade durations and hazard rates using proportional hazard ARMA models
Year of publication: |
2000
|
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Authors: | Gerhard, Frank ; Hautsch, Nikolaus |
Publisher: |
Konstanz |
Extent: | 33 S. : graph. Darst. |
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Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. 00,20 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Methoden und Techniken der Volkswirtschaft |
Source: |
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DeSantis, Roberto A., (1999)
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Pierdzioch, Christian, (1999)
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Petry, Nikolaus, (1998)
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