//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Department of Economics, Oxford University"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"FIT"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
NYSE
2
Point and counting processes
2
diagnostics
2
goodness of fit
2
intensity
2
market microstructure
2
multivariate
2
specification tests
2
transactions data
2
Discrepancy
1
Goodness of fit
1
Hawkes process
1
Income distribution
1
Inequality measurement
1
NASDAQ
1
change of time
1
change of timescale
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
2
English
1
Author
All
Bowsher, Clive
2
Bandyopadhyay, Sanghamitra
1
Cowell, Frank A.
1
Institution
All
Department of Economics, Oxford University
International Monetary Fund (IMF)
34
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
14
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
HAL
7
Department of Economics and Business, Universitat Pompeu Fabra
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
Tilburg University, Center for Economic Research
6
Université Paris-Dauphine (Paris IX)
6
School of Economics and Management, University of Aarhus
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Cowles Foundation for Research in Economics, Yale University
4
Departamento de Estadistica, Universidad Carlos III de Madrid
4
London School of Economics (LSE)
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Department of Economics, University of Victoria
3
Erasmus University Rotterdam, Econometric Institute
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Université Paris-Dauphine
3
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Collegio Carlo Alberto, Università degli Studi di Torino
2
Department of Economics, University of Warwick
2
Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ)
2
Department Ökonomie, Helmholtz Zentrum für Umweltforschung (UFZ)
2
Département de Sciences Économiques, Université de Montréal
2
Econometric Society
2
Economics Group, Nuffield College, University of Oxford
2
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
2
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
Institute of Economic Research, Kyoto University
2
International Monetary Fund
2
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
2
Programa Interuniversitario de Doctorado en Nuevas Tendencias en Dirección de Empresas, Facultad de Cièncias Económicas y Empresariales
2
Society for Computational Economics - SCE
2
ToKnowPress
2
University of Bonn, Germany
2
eSocialSciences
2
Área de Entorno Económico, Instituto de Empresa
2
more ...
less ...
Published in...
All
Economics Series Working Papers / Department of Economics, Oxford University
3
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Goodness-of-
Fit
: An Economic Approach
Bandyopadhyay, Sanghamitra
;
Cowell, Frank A.
-
Department of Economics, Oxford University
-
2009
Specific functional forms are often used in economic models of distributions; goodness-of-
fit
measures are used to …
Persistent link: https://www.econbiz.de/10005009764
Saved in:
2
Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model
Bowsher, Clive
-
Department of Economics, Oxford University
-
2004
A continuous time econometric modelling framework for multivariate financial market event (or `transactions`) data is developed in which the model is specified via the vector stochastic intensity. This has the advantage that the conditioning sigma-field is updated continuously in time as new...
Persistent link: https://www.econbiz.de/10010604834
Saved in:
3
Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models
Bowsher, Clive
-
Department of Economics, Oxford University
-
2002
A continuous time econometric modelling framework for multivariate market event (or transactions) data is developed in which the model is specified via the vector stochastic intensity. This has the advantage that the conditioning sigma-field is updated continuously in time as new information...
Persistent link: https://www.econbiz.de/10010605223
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->