Nonlinear Autocorrelograms : An Application to Inter-Trade Durations
Year of publication: |
2004
|
---|---|
Authors: | Gourieroux, Christian ; Jasiak, Joann |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Dauer | Duration | Nichtlineare Regression | Nonlinear regression | Börsenkurs | Share price |
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