Testing Mixture of Exponentials Hypothesis in Dynamic Duration Models
Year of publication: |
2013
|
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Authors: | Chen, Fei |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Bestandsanalyse | Duration analysis | Zeitreihenanalyse | Time series analysis | Dauer | Duration | Statistischer Test | Statistical test | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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 March 9, 2011 erstellt Volltext nicht verfügbar |
Classification: | C41 - Duration Analysis ; C22 - Time-Series Models ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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