Modelling security market events in continuous time : intensity based, multivariate point process models
Clive G. Bowsher
| Year of publication: |
2007
|
|---|---|
| Authors: | Bowsher, Clive G. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 141.2007, 2, p. 876-912
|
| Subject: | Aktienmarkt | Stock market | Multivariate Analyse | Multivariate analysis | Ökonometrisches Modell | Econometric model |
| 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/10003571362