The Number of Shareholders - Time Series Modelling and Some Empirical Result
Year of publication: |
2013-01-28
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Authors: | Brännäs, Kurt |
Institutions: | Institutionen för Nationalekonomi, Umeå Universitet |
Subject: | Integer-valued | autoregression | nonlinear | holding time | stock | share |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Umeå Economic Studies Number 855 12 pages |
Classification: | C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; G10 - General Financial Markets. General ; G11 - Portfolio Choice |
Source: |
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The Number of Traded Shares: A Time Series Modelling Approach
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Dubrana, Ludovic, (2011)
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