Estimation of dynamic mixed hitting time model using characteristic function based moments
Yogo Purwono, Irwan Adi Ekaputra, Zaäfri Ananto Husodo
| Year of publication: |
February 2018
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|---|---|
| Authors: | Purwono, Yogo ; Irwan Adi Ekaputra ; Husodo, Zaäfri Ananto |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 2, p. 295-321
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| Subject: | Duration modeling | Mixed hitting time | Market microstructure | Conditional characteristic function | Schätztheorie | Estimation theory | Marktmikrostruktur | Schätzung | Estimation | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9692-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963671