Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Fausto Galli
| Year of publication: |
2009
|
|---|---|
| Authors: | Galli, Fausto |
| Publisher: |
Louvain-la-Neuve : Univ. Catholique de Louvain |
| Subject: | Zeitreihenanalyse | Statistische Bestandsanalyse | Schätztheorie | Autokorrelation | Stochastischer Prozess | Maximum-Likelihood-Methode | Aktienmarkt | USA |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [gbv.de] |
| Extent: | VIII, 96 S. graph. Darst. |
|---|---|
| Series: | Université Catholique de Louvain, Faculté des Sciences Economiques, Sociales et Politiques. - Louvain-la-Neuve. - Vol. [N.S.], 597 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Louvain-la-Neuve, Univ., Diss., 2009 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004959365