RecordNumber
78081
Author
Hautsch, Nikolaus
Title
Modelling irregularly spaced financial data : theory and practice of dynamic duration models
Author Statement
Nikolaus Hautsch
Publication
Springer-Verlag
Publication Year
c2004
Collation
xii, 291 p. : ill
Series
Lecture notes in economics and mathematical systems ; 539
Bibliography
Bibliography: p. [273]-283
Subject
Finance-Mathematical models , Finance-Econometric models , Economic forecasting-Mathematical models , Econometrics
Main Class
332
Sub Class
.015118
Cutter no
H382m
وارد كنندة اطلاعات
zharfi^d2006/06/24 11:38:28