Simultaneous modeling of price processes and transaction intensities
by Joachim Grammig and Reinhard Hujer
| Year of publication: |
2002
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|---|---|
| Authors: | Grammig, Joachim ; Hujer, Reinhard |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 86.2002, 1, p. 31-52
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| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | ARCH-Modell | ARCH model | Theorie | Theory | Ökonometrisches Modell | Econometric model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Allgemeines statistisches Archiv |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001650465