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The dynamic location/scale model : with applications to intra-day financial data

Philipp Andres

Publication Data

Title The dynamic location/scale model : with applications to intra-day financial data
Author Philipp Andres
Contributors A. C. Harvey, A. C. Harvey
Publisher University of Cambridge, Faculty of Economics
Publication date 2012
Publication location Cambridge
Language English

Topics

Econometrics
Weibull distribution
F-distribution

Catalogue Data

OBNB ID GBB5D2231
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 49 pages
P1042 Includes bibliographical references.

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The dynamic location/scale model : with applications to intra-day financial data by Philipp Andres. Published by University of Cambridge, Faculty of Economics in 2012. Publication and catalogue information, links to buy online and reader comments.