Weak exogeneity in the financial point processes
Year of publication: |
2013
|
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Authors: | Xu, Yongdeng |
Publisher: |
Cardiff : Cardiff University, Cardiff Business School |
Subject: | weak exogeneity | ACD model | LM test | point process | market microstructure |
Series: | Cardiff Economics Working Papers ; E2013/6 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 745438806 [GVK] hdl:10419/101118 [Handle] |
Source: |
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