Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Nikolaus Hautsch
| Year of publication: |
1999
|
|---|---|
| Authors: | Hautsch, Nikolaus |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Zinsderivat | Interest rate derivative | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure | Mikroökonometrie | Microeconometrics | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Statistische Bestandsanalyse | Duration analysis |
freely available
| Extent: | 32 S graph. Darst a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 99/03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 21 - 24 |
| Classification: | C25 - Discrete Regression and Qualitative Choice Models ; C41 - Duration Analysis ; C52 - Model Evaluation and Testing ; G15 - International Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001378696