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Search: subject:"Duration analysis"
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Unemployment insurance
Zeitreihenanalyse
unemployment
Duration analysis
5
Statistische Bestandsanalyse
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Time series analysis
5
Autocorrelation
4
Autokorrelation
4
ARCH model
3
ARCH-Modell
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Dauer
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Duration
3
Estimation theory
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Market microstructure
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Portfolio-Management
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Fernandes, Marcelo
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Memorandum / Department of Economics, University of Oslo
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10003986565
Saved in:
2
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W.
-
2005
Persistent link: https://www.econbiz.de/10003987160
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
4
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
Saved in:
5
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
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