Interplay between distributional and temporal dependence : an empirical study with high-frequency asset returns
Nick H. Bingham and Rafael Schmidt
| Year of publication: |
2006
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| Authors: | Bingham, Nick H. ; Schmidt, Rafael |
| Published in: |
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]. - Berlin : Springer, ISBN 978-3-540-30782-2. - 2006, p. 69-90
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| Subject: | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Theorie | Theory | USA | United States | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003287150