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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2004.
|
| Series: | Lecture notes in economics and mathematical systems ;
539. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Search Result 1
