Time-Deformation Modeling of Stock Returns Directed by Duration Processes
Year of publication: |
2013
|
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Authors: | Feng, Dingan |
Other Persons: | Song, Peter (contributor) ; Wirjanto, Tony S. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | 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: | In: Econometric Reviews, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 30, 2013 erstellt Volltext nicht verfügbar |
Classification: | G10 - General Financial Markets. General ; C51 - Model Construction and Estimation ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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