Modelling irregularly spaced financial data : theory and practice of dynamic duration models
Nikolaus Hautsch
| Year of publication: |
2004
|
|---|---|
| Authors: | Hautsch, Nikolaus |
| Publisher: |
Berlin : Springer |
| Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Statistische Bestandsanalyse | Duration analysis | Ökonometrisches Modell | Econometric model | Wertpapierhandelssystem | Duration <Wertpapier> | Multivariate Analyse | Punktprozess | Finanzmathematik | Autoregressives Modell |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XII, 291 S. graph. Darst. 24 cm |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 539 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie ; Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Konstanz, Univ., Diss., 2003 |
| Notes: | Literaturverz. S. [273] - 283 |
| ISBN: | 3-540-21134-9 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001928231