Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2004
|
| Edition: | 1st ed. 2004 |
| Series: | Lecture Notes in Economics and Mathematical Systems
539 |
| Subjects: | |
| Online Access: | BTU01 Volltext |
| Physical Description: | 1 Online-Ressource (XII, 292 p. 55 illus) |
| ISBN: | 9783642170157 |
| DOI: | 10.1007/978-3-642-17015-7 |
Staff View
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| spelling | Hautsch, Nikolaus Verfasser aut Modelling Irregularly Spaced Financial Data Theory and Practice of Dynamic Duration Models by Nikolaus Hautsch 1st ed. 2004 Berlin, Heidelberg Springer Berlin Heidelberg 2004 1 Online-Ressource (XII, 292 p. 55 illus) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Economics and Mathematical Systems 539 Econometrics Quantitative Finance Finance, general Macroeconomics/Monetary Economics//Financial Economics Statistics for Business, Management, Economics, Finance, Insurance Economics, Mathematical Finance Macroeconomics Statistics Punktprozess (DE-588)4138173-7 gnd rswk-swf Duration Wertpapier (DE-588)4232771-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Multivariate Analyse (DE-588)4040708-1 gnd rswk-swf Autoregressives Modell (DE-588)4143717-2 gnd rswk-swf Wertpapierhandelssystem (DE-588)4510686-1 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 Erscheint auch als Druck-Ausgabe 9783540211341 Erscheint auch als Druck-Ausgabe 9783642170164 https://doi.org/10.1007/978-3-642-17015-7 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Hautsch, Nikolaus Modelling Irregularly Spaced Financial Data Theory and Practice of Dynamic Duration Models Econometrics Quantitative Finance Finance, general Macroeconomics/Monetary Economics//Financial Economics Statistics for Business, Management, Economics, Finance, Insurance Economics, Mathematical Finance Macroeconomics Statistics Punktprozess (DE-588)4138173-7 gnd Duration Wertpapier (DE-588)4232771-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Multivariate Analyse (DE-588)4040708-1 gnd Autoregressives Modell (DE-588)4143717-2 gnd Wertpapierhandelssystem (DE-588)4510686-1 gnd |
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| 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_exact_search_txtP | 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 by Nikolaus Hautsch |
| title_fullStr | Modelling Irregularly Spaced Financial Data Theory and Practice of Dynamic Duration Models by Nikolaus Hautsch |
| title_full_unstemmed | Modelling Irregularly Spaced Financial Data Theory and Practice of Dynamic Duration Models by 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 | Econometrics Quantitative Finance Finance, general Macroeconomics/Monetary Economics//Financial Economics Statistics for Business, Management, Economics, Finance, Insurance Economics, Mathematical Finance Macroeconomics Statistics Punktprozess (DE-588)4138173-7 gnd Duration Wertpapier (DE-588)4232771-4 gnd Finanzmathematik (DE-588)4017195-4 gnd Multivariate Analyse (DE-588)4040708-1 gnd Autoregressives Modell (DE-588)4143717-2 gnd Wertpapierhandelssystem (DE-588)4510686-1 gnd |
| topic_facet | Econometrics Quantitative Finance Finance, general Macroeconomics/Monetary Economics//Financial Economics Statistics for Business, Management, Economics, Finance, Insurance Economics, Mathematical Finance Macroeconomics Statistics Punktprozess Duration Wertpapier Finanzmathematik Multivariate Analyse Autoregressives Modell Wertpapierhandelssystem Hochschulschrift |
| url | https://doi.org/10.1007/978-3-642-17015-7 |
| work_keys_str_mv | AT hautschnikolaus modellingirregularlyspacedfinancialdatatheoryandpracticeofdynamicdurationmodels |