Econometric analysis of financial transaction data : pitfalls and opportunities
Nikolaus Hautsch; Winfried Pohlmeier
| Year of publication: |
2001
|
|---|---|
| Authors: | Hautsch, Nikolaus |
| Other Persons: | Pohlmeier, Winfried (contributor) |
| Publisher: |
[Konstanz] : Univ. Konstanz, Center of Finance and Econometrics |
| Subject: | Finanzmarkt | Financial market | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure | ARCH-Modell | ARCH model | Mikroökonometrie | Microeconometrics | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany |
| Extent: | 34 S. |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 01,05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Notes: | Internetausg.: http://econometrics.wiwi.uni-konstanz.de/CoFE/Papers/dp01_05.pdf Literaturverz. S. 30 - 34 |
| Classification: | C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; C41 - Duration Analysis ; G10 - General Financial Markets. General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014378893