A family of autoregressive conditional duration models
Marcelo Fernandes; Joachim Grammig
| Year of publication: |
2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Fernandes, Marcelo (contributor) ; Grammig, Joachim (contributor) |
| Institutions: | Escola de Pós-Graduação em Economia <Rio de Janeiro> (contributor) |
| Publisher: |
Rio de Janeiro : EPGE |
| Subject: | Dauer | Duration | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Statistische Bestandsanalyse | Duration analysis | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | ARCH-Modell | ARCH model | Familie | Family | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource, 29 p., text ill |
|---|---|
| Series: | Ensaios econômicos. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 0104-8910, ZDB-ID 2090492-7. - Vol. 440 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001703153