Stochastic Conditional Duration Model with a Mixture-of-Normal Error Distribution : Theoretical Properties and Monte-Carlo Results
Year of publication: |
2013
|
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Authors: | Xu, Dinghai |
Other Persons: | Knight, John (contributor) ; Wirjanto, Tony S. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Bestandsanalyse | Duration analysis | Schätztheorie | Estimation theory | Dauer | Duration |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2013 erstellt Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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