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Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models (книга)

Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models
Автор: Nikolaus Hautsch
Оригинал издан: 2004

«Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models»книга 2004 года.

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«Book DescriptionThis 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…»

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