Econometric analysis of financial trade processes by discrete mixture duration models
Year of publication: |
2007
|
---|---|
Authors: | Hujer, Reinhard ; Vuletić, Sandra |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 2, p. 635-667
|
Subject: | Statistische Bestandsanalyse | Duration analysis | Marktmikrostruktur | Market microstructure | Theorie | Theory |
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