The dynamic location/scale model : with applications to intra-day financial data

Philipp Andres and Andrew Harvey

Year of publication:	2012
Authors:	Andrès, Philippe ; Harvey, Andrew C.
Publisher:	Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics
Subject:	Burr distribution \| Durations \| Range \| Score \| Unobserved components \| Weibull distribution \| Statistische Verteilung \| Statistical distribution \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Dauer \| Duration

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