Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Year of publication: |
1996
|
---|---|
Authors: | Liesenfeld, Roman |
Publisher: |
Tübingen : Wirtschaftswiss. Fak. der Eberhard-Karls-Univ. Tübingen : Wirtschaftswiss. Seminar |
Subject: | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Deutschland | Germany |
Extent: | 24 Bl. |
---|---|
Series: | Tübinger Diskussionsbeitrag. - Tübingen : Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., ZDB-ID 2136475-8. - Vol. 78 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzugen: Acrobat Reader |
Other identifiers: | hdl:10419/104914 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman, (1998)
-
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman, (1996)
-
Reexamining the likelihood of extreme returns in international stock market
Wang, Yun-Yi, (2015)
- More ...
-
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Liesenfeld, Roman, (2004)
-
Time Series of Count Data: Modelling and Estimation
Jung, Robert, (2005)
-
The Decline in German Output Volatility: A Bayesian Analysis
Liesenfeld, Roman, (2005)
- More ...