Modelling Financial High Frequency Data Using Point Processes
Year of publication: |
2007-11
|
---|---|
Authors: | Bauwens, Luc ; Hautsch, Nikolaus |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Financial point processes | dynamic duration models | dynamic intensity models |
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