Modelling security market events in continuous time : intensity based, multivariate point process models
Clive G. Bowsher
| Year of publication: |
04 Oct. 2005
|
|---|---|
| Other Persons: | Bowsher, Clive G. (contributor) |
| Publisher: |
Oxford : Nuffield College |
| Subject: | Multivariate Analyse | Multivariate analysis | Ökonometrisches Modell | Econometric model | Aktienmarkt | Stock market | Theorie | Theory |
| Extent: | Online-Ressource, 48 S., Text graph. Darst |
|---|---|
| Series: | Economics discussion papers. - Oxford : [Verlag nicht ermittelbar], ZDB-ID 2103758-9. - Vol. 2005,26 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003289159