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] |
