Modelling irregularly spaced financial data: theory and practice of dynamic duration models
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2004
|
| Series: | Lecture notes in economics and mathematical systems
539 |
| Subjects: | |
| Item Description: | Zugl.: Konstanz, Univ., Diss., 2003 |
| Physical Description: | XII, 291 S. graph. Darst. |
| ISBN: | 3540211349 |
Staff View
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| author | Hautsch, Nikolaus 1972- |
| author_GND | (DE-588)132371308 |
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| author_role | aut |
| author_sort | Hautsch, Nikolaus 1972- |
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| bvnumber | BV017889110 |
| callnumber-first | H - Social Science |
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| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV017889110 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:22:53Z |
| institution | BVB |
| isbn | 3540211349 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010729453 |
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| physical | XII, 291 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Springer |
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| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems |
| spelling | Hautsch, Nikolaus 1972- Verfasser (DE-588)132371308 aut Modelling irregularly spaced financial data theory and practice of dynamic duration models Nikolaus Hautsch Berlin [u.a.] Springer 2004 XII, 291 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in economics and mathematical systems 539 Zugl.: Konstanz, Univ., Diss., 2003 Dynamische systemen gtt Econometrische modellen gtt Effectenhandel gtt Finances - Modèles mathématiques Financiële gegevens gtt Mathématiques économiques Prévision économique - Modèles mathématiques Puntprocessen gtt Économétrie Mathematisches Modell Ökonometrisches Modell Finance Mathematical models Finance Econometric models Economic forecasting Mathematical models Econometrics Duration Wertpapier (DE-588)4232771-4 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Wertpapierhandelssystem (DE-588)4510686-1 gnd rswk-swf Autoregressives Modell (DE-588)4143717-2 gnd rswk-swf Punktprozess (DE-588)4138173-7 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Wertpapierhandelssystem (DE-588)4510686-1 s Duration Wertpapier (DE-588)4232771-4 s Multivariate Analyse (DE-588)4040708-1 s Punktprozess (DE-588)4138173-7 s DE-604 Finanzmathematik (DE-588)4017195-4 s Autoregressives Modell (DE-588)4143717-2 s b DE-604 Lecture notes in economics and mathematical systems 539 (DE-604)BV000000036 539 |
| spellingShingle | Hautsch, Nikolaus 1972- Modelling irregularly spaced financial data theory and practice of dynamic duration models Lecture notes in economics and mathematical systems Dynamische systemen gtt Econometrische modellen gtt Effectenhandel gtt Finances - Modèles mathématiques Financiële gegevens gtt Mathématiques économiques Prévision économique - Modèles mathématiques Puntprocessen gtt Économétrie Mathematisches Modell Ökonometrisches Modell Finance Mathematical models Finance Econometric models Economic forecasting Mathematical models Econometrics Duration Wertpapier (DE-588)4232771-4 gnd Multivariate Analyse (DE-588)4040708-1 gnd Wertpapierhandelssystem (DE-588)4510686-1 gnd Autoregressives Modell (DE-588)4143717-2 gnd Punktprozess (DE-588)4138173-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4232771-4 (DE-588)4040708-1 (DE-588)4510686-1 (DE-588)4143717-2 (DE-588)4138173-7 (DE-588)4017195-4 (DE-588)4113937-9 |
| title | Modelling irregularly spaced financial data theory and practice of dynamic duration models |
| title_auth | Modelling irregularly spaced financial data theory and practice of dynamic duration models |
| title_exact_search | Modelling irregularly spaced financial data theory and practice of dynamic duration models |
| title_full | Modelling irregularly spaced financial data theory and practice of dynamic duration models Nikolaus Hautsch |
| title_fullStr | Modelling irregularly spaced financial data theory and practice of dynamic duration models Nikolaus Hautsch |
| title_full_unstemmed | Modelling irregularly spaced financial data theory and practice of dynamic duration models Nikolaus Hautsch |
| title_short | Modelling irregularly spaced financial data |
| title_sort | modelling irregularly spaced financial data theory and practice of dynamic duration models |
| title_sub | theory and practice of dynamic duration models |
| topic | Dynamische systemen gtt Econometrische modellen gtt Effectenhandel gtt Finances - Modèles mathématiques Financiële gegevens gtt Mathématiques économiques Prévision économique - Modèles mathématiques Puntprocessen gtt Économétrie Mathematisches Modell Ökonometrisches Modell Finance Mathematical models Finance Econometric models Economic forecasting Mathematical models Econometrics Duration Wertpapier (DE-588)4232771-4 gnd Multivariate Analyse (DE-588)4040708-1 gnd Wertpapierhandelssystem (DE-588)4510686-1 gnd Autoregressives Modell (DE-588)4143717-2 gnd Punktprozess (DE-588)4138173-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Dynamische systemen Econometrische modellen Effectenhandel Finances - Modèles mathématiques Financiële gegevens Mathématiques économiques Prévision économique - Modèles mathématiques Puntprocessen Économétrie Mathematisches Modell Ökonometrisches Modell Finance Mathematical models Finance Econometric models Economic forecasting Mathematical models Econometrics Duration Wertpapier Multivariate Analyse Wertpapierhandelssystem Autoregressives Modell Punktprozess Finanzmathematik Hochschulschrift |
| volume_link | (DE-604)BV000000036 |
| work_keys_str_mv | AT hautschnikolaus modellingirregularlyspacedfinancialdatatheoryandpracticeofdynamicdurationmodels |