Asymmetric ACD models: introducing price information in ACD models
Year of publication: |
2003
|
---|---|
Authors: | Bauwens, Luc ; Giot, Pierre |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 28.2003, 4, p. 709-731
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Mikrofundierung | Microfoundations | Börsenkurs | Share price | Theorie | Theory |
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