Fitting Weibull ACD models to high frequency transactions data : a semi-parametric approach based on estimating functions
Kok Haur Ng, David E. Allen and Shelton Peiris
| Year of publication: |
2009
|
|---|---|
| Authors: | Kok Haur Ng ; Allen, David E. ; Peiris, Shelton |
| Publisher: |
Churchlands : School of Acc., Finance and Economics [u.a.] |
| Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility |
| Extent: | Online-Ressource (12 S.) graph. Darst. |
|---|---|
| Series: | School of Accounting, Finance and Economics & FEMARC working paper series. - Churchlands : [Verlag nicht ermittelbar], ISSN 1323-9244, ZDB-ID 2098015-2. - Vol. 0901 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003869587