Research Catalog

Modelling irregularly spaced financial data : theory and practice of dynamic duration models / Nikolaus Hautsch.

Title
Modelling irregularly spaced financial data : theory and practice of dynamic duration models / Nikolaus Hautsch.
Author
Hautsch, Nikolaus.

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TextUse in library HG106 .H38 2004Off-site

Details

Description
xii, 291 p. : ill.; 24 cm.
Series Statement
Lecture notes in economics and mathematical systems ; 300
Subject
  • Dynamische systemen
  • Econometrics
  • Econometrische modellen
  • Economic forecasting > Mathematical models
  • Effectenhandel
  • Finance > Econometric models
  • Finance > Mathematical models
  • Financiële gegevens
  • Puntprocessen
ISBN
3540211349
LCCN
2004103616
Owning Institutions
Columbia University Libraries