Modelling financial transaction price movements : a dynamic integer count data model
Roman Liesenfeld; Ingmar Nolte; Winfried Pohlmeier
| Year of publication: |
2005
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|---|---|
| Authors: | Liesenfeld, Roman ; Nolte, Ingmar ; Pohlmeier, Winfried |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 795-825
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| Subject: | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarkt | Financial market | Börsenhandel | Stock exchange trading | ARCH-Modell | ARCH model | Marktmikrostruktur | Market microstructure | Theorie | Theory | Schätzung | Estimation | USA | United States | ARMA-Modell | ARMA model | Generalisiertes lineares Modell | Generalized linear model |
| Extent: | graph. Darst |
|---|---|
| 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/10003233759