Econometric analysis of discrete-valued irregularly-spaced financial transactions data using a new Autoregressive Conditional Multinomial model /
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| 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: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5928235 |
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| 001 | 5928235 | ||
| 005 | 20061204191600.0 | ||
| 008 | 060516s1998 ilu b 000 0 eng d | ||
| 003 | ICU | ||
| 035 | |a (OCoLC)69734055 | ||
| 040 | |a ICU |c ICU |d UtOrBLW | ||
| 100 | 1 | |a Russell, Jeffrey R. |0 http://id.loc.gov/authorities/names/no95030902 |1 http://viaf.org/viaf/2051510 | |
| 245 | 1 | 0 | |a Econometric analysis of discrete-valued irregularly-spaced financial transactions data using a new Autoregressive Conditional Multinomial model / |c Jeffrey R. Russell. |
| 260 | |a Chicago : |b Center for Research in Security Prices, Graduate School of Business, University of Chicago, |c 1998. | ||
| 300 | |a 31 p. ; |c 28 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
| 338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
| 490 | 1 | |a Working paper series ; |v W.P. 470 | |
| 500 | |a "April 1998." | ||
| 504 | |a Includes bibliographical references. | ||
| 650 | 0 | |a Stocks |x Prices |x Econometric models. | |
| 650 | 0 | |a Autoregression (Statistics) |0 http://id.loc.gov/authorities/subjects/sh85010465 | |
| 650 | 0 | |a Time-series analysis. |0 http://id.loc.gov/authorities/subjects/sh85135430 | |
| 650 | 7 | |a Autoregression (Statistics) |2 fast |0 http://id.worldcat.org/fast/fst00824203 | |
| 650 | 7 | |a Time-series analysis. |2 fast |0 http://id.worldcat.org/fast/fst01151190 | |
| 700 | 1 | |a Engle, R. F. |q (Robert F.) |0 http://id.loc.gov/authorities/names/n91022294 |1 http://viaf.org/viaf/188864149 | |
| 830 | 0 | |a Working paper series (University of Chicago. Center for Research in Security Prices) ; |v W.P. 470. | |
| 901 | |a Analytic | ||
| 903 | |a HeVa | ||
| 929 | |a cat | ||
| 999 | f | f | |i 1104137c-71b5-51ac-b7e4-63efb0112b7a |s e01bab67-7054-57d8-8ab0-5aa704fc8002 |
| 928 | |t Library of Congress classification |a HG4501.W68 no.470 |l JRL |c JRL-Gen |i 6531979 | ||
| 927 | |t Library of Congress classification |a HG4501.W68 no.470 |l JRL |c JRL-Gen |g Analytic |b A68775753 |i 8006364 | ||