Yet another autoregressive duration model : the ACDD model
Nagaratnam Jeyasreedharan; David E. Allen; David E. Allen
| Year of publication: |
2008
|
|---|---|
| Authors: | Jeyasreedharan, Nagaratnam ; Allen, David E. ; Yang, Joey Wenling |
| Publisher: |
Hobart : UTAS, School of Economics and Finance |
| Subject: | ARCH-Modell | ARCH model | Modellierung | Scientific modelling | Theorie | Theory |
| Extent: | Online-Ressource (17 S., 1,36 Mb) graph. Darst. |
|---|---|
| Series: | Discussion paper / UTAS, School of Economics and Finance. - Hobart, Tasmania : [Verlag nicht ermittelbar], ZDB-ID 2394878-4. - Vol. 2008,08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-1-86295-512-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003959771