The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times
Year of publication: |
2014
|
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Authors: | Renault, Eric |
Other Persons: | van der Heijden, Thijs (contributor) ; Werker, Bas J. M. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Ökonometrie | Econometrics | Dauer | Duration | Transaktionskosten | Transaction costs |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 5, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2146220 [DOI] |
Classification: | C41 - Duration Analysis ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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