Autoregressive conditional duration : a new model for irregularly spaced transaction data
by Robert F. Engle and Jeffrey R. Russell
| Year of publication: |
1998
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|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | Russell, Jeffrey R. (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 66.1998, 5, p. 1127-1162
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| Subject: | Zeitreihenanalyse | Time series analysis | Dauer | Duration | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001249588