Econometrics of financial high-frequency data
Nikolaus Hautsch
| Alternative title: | Modelling irregularly spaced financial data : theory and practice of dynamic duration models |
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| Year of publication: |
[2012]
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| Authors: | Hautsch, Nikolaus |
| Publisher: |
Berlin : Springer |
| Subject: | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model | Börsenhandel | Volatilität |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [deposit.dnb.de] ; Description [zbmath.org] |
| Extent: | xiii, 371 Seiten Diagramme 23.5 cm x 15.5 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Universität Konstanz, 2004 |
| Notes: | Dissertation erschienen unter dem Titel: Modelling irregularly spaced financial data : theory and practice of dynamic duration models |
| ISBN: | 978-3-642-21924-5 ; 978-3-642-42772-5 ; 978-3-642-21925-2 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009382830