Semiparametric estimation for financial durations
Year of publication: |
2008
|
---|---|
Authors: | Rodríguez Poo, Juan Manuel ; Veredas, David ; Pohlmeier, Winfried |
Published in: |
High frequency financial econometrics : recent developments ; with 64 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 978-3-7908-1991-5. - 2008, p. 225-251
|
Subject: | Autoregressive Conditional Duration | ACD-model | Statistische Bestandsanalyse | Duration analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory | USA | United States |
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