Modelling financial high frequency data using point processes
Luc Bauwens and Nikolaus Hautsch
| Year of publication: |
2009
|
|---|---|
| Authors: | Bauwens, Luc ; Hautsch, Nikolaus |
| Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 953-979
|
| Subject: | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model | Zeitreihenanalyse | Time series analysis | Statistische Bestandsanalyse | Duration analysis | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003834275