Autoregressive Conditional Duration : a New Model for Irregularly Spaced Time Series Data
Author | : Robert F. Engle |
Publisher | : |
Total Pages | : 0 |
Release | : 1995 |
ISBN-10 | : OCLC:1337772806 |
ISBN-13 | : |
Rating | : 4/5 (06 Downloads) |
Book Synopsis Autoregressive Conditional Duration : a New Model for Irregularly Spaced Time Series Data by : Robert F. Engle
Download or read book Autoregressive Conditional Duration : a New Model for Irregularly Spaced Time Series Data written by Robert F. Engle and published by . This book was released on 1995 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: