Modelling irregularly spaced financial data : theory and practice of dynamic duration models :: Nikolaus Hautsch :: ISBN 3540211349 :: Springer 2004 :: OBNB, the Open British National Bibliography

Publication Data

Title Modelling irregularly spaced financial data : theory and practice of dynamic duration models
Author Nikolaus Hautsch
Publisher Springer
Publication date 2004
Publication location Berlin
Language English

Descriptive Notes

Originally presented as the author's thesis (doctoral--Universität, Konstanz)

Topics

Econometrics
Finance :: Mathematical models
Economic forecasting :: Mathematical models
Economics, Mathematical

Catalogue Data

OBNB ID GBA458816
ISBN 10 3540211349
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 xii, 291 p.
P1042 Includes bibliographical references and index.

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Modelling irregularly spaced financial data : theory and practice of dynamic duration models by Nikolaus Hautsch. ISBN 3540211349. Published by Springer in 2004. Publication and catalogue information, links to buy online and reader comments.