Discretized time and conditional duration modelling for stock transaction data
Year of publication: |
2007
|
---|---|
Authors: | Brännäs, Kurt ; Simonsen, Ola |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 17.2007, 8, p. 647-658
|
Saved in:
Saved in favorites
Similar items by person
-
Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt, (2007)
-
Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt, (2003)
-
Extreme-value characteristics in daily time series of Swedish stock returns
Brännäs, Kurt, (2002)
- More ...