Modelling intra-day seasonality and forecasting densities in financial duration data

by David E. Allen, Zdravetz Lazarov and Michael McAleer

Year of publication:	2007
Other Persons:	Allen, David E. (contributor) ; Lazarov, Zdravetz N. (contributor) ; McAleer, Michael (contributor)
Publisher:	Joondalup, WA : School of Acc., Finance and Economics [u.a.]
Subject:	Saisonale Schwankungen \| Seasonal variations \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Dauer \| Duration \| Börsenkurs \| Share price

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