Econometric analysis of discrete-valued irregularly-spaced financial transactions data using a new Autoregressive Conditional Multinomial model /

Econometric analysis of discrete-valued irregularly-spaced financial transactions data using a new Autoregressive Conditional Multinomial model /

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Bibliographic Details
Author / Creator:	Russell, Jeffrey R.
Imprint:	Chicago : Center for Research in Security Prices, Graduate School of Business, University of Chicago, 1998.
Description:	31 p. ; 28 cm.
Language:	English
Series:	Working paper series ; W.P. 470 Working paper series (University of Chicago. Center for Research in Security Prices) ; W.P. 470.
Subject:	Stocks -- Prices -- Econometric models. Autoregression (Statistics) Time-series analysis. Autoregression (Statistics) Time-series analysis.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5928235

Hidden Bibliographic Details
Other authors / contributors:	Engle, R. F. (Robert F.)
Notes:	"April 1998." Includes bibliographical references.

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Call Number:	HG4501.W68 no.470
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