Working Papers

Author	: Nikolaus Hautsch
Publisher	:
Total Pages	:
Release	: 2006
ISBN-10	: OCLC:871938227
ISBN-13	:
Rating	: 4/5 (27 Downloads)

DOWNLOAD EBOOK

Book Synopsis Working Papers by : Nikolaus Hautsch

Download or read book Working Papers written by Nikolaus Hautsch and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Working Papers Related Books

Language: en
Pages:

Working Papers

Authors: Nikolaus Hautsch

Categories:

Type: BOOK - Published: 2006 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages:

Testing the Conditional Mean Function of Autoregressive Conditional Duration Models

Authors: Nikolaus Hautsch

Categories:

Type: BOOK - Published: 2006 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 229

Information Spillover Effect and Autoregressive Conditional Duration Models

Authors: Xiangli Liu

Categories: Business & Economics

Type: BOOK - Published: 2014-07-11 - Publisher: Routledge

DOWNLOAD EBOOK

This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also con

Language: en
Pages: 0

Detecting Misspecifications in Autoregressive Conditional Duration Models and Non-Negative Time-Series Processes

Authors: Yongmiao Hong

Categories:

Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

We develop a general theory to test correct specification of multiplicative error models of non-negative time-series processes, which include the popular autore

Language: en
Pages: 42

A Test for Conditional Heteroskedasticity in Time Series Models

Authors: Anil K. Bera

Categories: Time-series analysis

Type: BOOK - Published: 1990 - Publisher: London : Department of Economics, University of Western Ontario

DOWNLOAD EBOOK