Econometric analysis of financial transaction data : Pitfalls and opportunities
by Nikolaus Hautsch and Winfried Pohlmeier
| Year of publication: |
2002
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Pohlmeier, Winfried |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 86.2002, 1, p. 5-30
|
| Subject: | Finanzmarkt | Financial market | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure | ARCH-Modell | ARCH model | Mikroökonometrie | Microeconometrics | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Notes: | In: Allgemeines statistisches Archiv |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001650462