Modelling irregularly spaced financial data : theory and practice of dynamic duration models /

Modelling irregularly spaced financial data : theory and practice of dynamic duration models /

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Bibliographic Details
Author / Creator:	Hautsch, Nikolaus.
Imprint:	Berlin : Springer, 2004.
Description:	xii, 291 p. : ill. ; 24 cm.
Language:	English
Series:	Lecture notes in economics and mathematical systems, 0075-8450 ; 539 Lecture notes in economics and mathematical systems 539.
Subject:	Econometrics. Finance -- Mathematical models. Economic forecasting -- Mathematical models. Economics, Mathematical. Econometrics. Economic forecasting -- Mathematical models. Finance -- Econometric models. Finance -- Mathematical models.
Format:	Dissertations Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5160900

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ISBN:	3540211349 (pbk.)
Notes:	Thesis (doctoral) - Universität, Konstanz. Includes bibliographic references and index.

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Call Number:	HB195.L4911 no.539
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