Modeling duration clusters with dynamic copulas
Wing Lon Ng
| Year of publication: |
2008
|
|---|---|
| Authors: | Wing Lon Ng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 5.2008, 2, p. 96-103
|
| Subject: | Marktmikrostruktur | Market microstructure | Multivariate Verteilung | Multivariate distribution | Statistische Bestandsanalyse | Duration analysis |
| 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/10003751303