Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models

Frank Gerhard; Nikolaus Hautsch

Year of publication:	2000
Authors:	Gerhard, Frank
Other Persons:	Hautsch, Nikolaus (contributor)
Publisher:	Konstanz : Univ., Center of Finance and Econometrics
Subject:	Wertpapierhandel \| Securities trading \| Dauer \| Duration \| Börsenkurs \| Share price \| Informationsverhalten \| Information behaviour \| Marktmikrostruktur \| Market microstructure \| Mikroökonometrie \| Microeconometrics \| Theorie \| Theory \| ARMA-Modell \| ARMA model \| Schätzung \| Estimation \| Zinsderivat \| Interest rate derivative \| Deutschland \| Germany

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