Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models
Year of publication: |
2004
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Authors: | Hautsch, Nikolaus |
Publisher: |
Berlin : Springer |
Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Statistische Bestandsanalyse | Duration analysis | Ökonometrisches Modell | Econometric model |
Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
Extent: | Online-Ressource (XII, 291p. 69 illus) digital |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-3-642-17015-7 ; 978-3-540-21134-1 |
Other identifiers: | 10.1007/978-3-642-17015-7 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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