Non-monotonic hazard functions and the autoregressive conditional duration model
Joachim Grammig; Kai-Oliver Maurer
| Year of publication: |
2000
|
|---|---|
| Authors: | Grammig, Joachim ; Maurer, Kai-Oliver |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 3.2000, 1, p. 16-38
|
| Subject: | Mikroökonometrie | Microeconometrics | ARCH-Modell | ARCH model | Dauer | Duration | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001532205