The Markov switching ACD model
Reinhard Hujer; Sandra Vuletić; Stefan Kokot
| Year of publication: |
2002
|
|---|---|
| Authors: | Hujer, Reinhard |
| Other Persons: | Vuletić, Sandra (contributor) ; Kokot, Stefan (contributor) |
| Publisher: |
Frankfurt am Main : Johann-Wolfgang-Goethe-Univ., Fachbereich Wirtschaftswiss. |
| Subject: | Zeitreihenanalyse | Time series analysis | Dauer | Duration | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [digitale-objekte.hbz-nrw.de] |