Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models /

This book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent developments in the econometric literature, puts forward existing approaches and opens up new directions. The book presents alternative ways to m...

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Bibliographic Details

Main Author:	Hautsch, Nikolaus
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:	Lecture notes in economics and mathematical systems ; 539.
Subjects:	Economics. Finance. Economics > Statistics. Econometrics. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book