Research Catalog

Modelling irregularly spaced financial data : theory and practice of dynamic duration models

Title
Modelling irregularly spaced financial data : theory and practice of dynamic duration models / Nikolaus Hautsch.
Author
Hautsch, Nikolaus
Publication
Berlin ; New York, NY : Springer-Verlag, c2004.

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Details

Description
xii, 291 p. : ill.; 24 cm.
Series Statement
Lecture notes in economics and mathematical systems ; 300
Uniform Title
Lecture notes in economics and mathematical systems ; 300.
Subject
  • Finance > Mathematical models
  • Finance > Econometric models
  • Economic forecasting > Mathematical models
  • Econometrics
  • Econometrische modellen
  • Effectenhandel
  • Financiële gegevens
  • Puntprocessen
  • Dynamische systemen
Thesis (note)
  • Thesis (doctoral)--Universität, Konstanz.
Bibliography (note)
  • Includes bibliographical references (p. [273]-283) and index.
ISBN
3540211349
LCCN
2004103616
OCLC
  • ocm55018442
  • SCSB-4878724
Owning Institutions
Columbia University Libraries