Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model
| Year of publication: |
1998-04
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| Authors: | RUSSELL, JEFFREY R. ; ENGLE, ROBERT F. |
| Institutions: | Center for Research in Security Prices (CRSP), Booth School of Business |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005794785