A nonparametric ACD model
Year of publication: |
2019
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Authors: | Cosma, Antonio ; Galli, Fausto |
Published in: |
Financial mathematics, volatility and covariance modelling. - London : Routledge, ISBN 978-1-138-06094-4. - 2019, p. 122-144
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Subject: | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Börsenkurs | Share price |
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Jern, Benny, (1994)
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Liesenfeld, Roman, (1998)
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Nonparametric modelling of financial time series
Heid, Frank, (1998)
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Cosma, Antonio, (2014)
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Cosma, Antonio, (2006)
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COSMA, Antonio, (2006)
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