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. |
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| 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 |