Estimating and simulating Weibull models of risk or price durations : an application to ACD models
David Allen; K. H. Ng; Shelton Peiris
| Year of publication: |
2013
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|---|---|
| Authors: | Allen, David E. ; Kok Haur Ng ; Peiris, Shelton |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 214-225
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| Subject: | Autoregressive conditional duration | Estimating functions | Maximum likelihood | Quasi Maximum likelihood | Weibull distribution | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Dauer | Duration | Schätzung | Estimation | Börsenkurs | Share price | Statistische Bestandsanalyse | Duration analysis | Statistische Verteilung | Statistical distribution | Simulation | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009779281