Modelling Irregularly Spaced Financial Data
Subtitle: Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems)
Edition: 1 edition
Publisher: Springer
Published: June 24, 2004
Language: eng
Format: Paperback
Number of pages: 291
ISBN-13: 9783540211341
Subjects: Econometrics; Finance; Mathematical models; Econometric models; Business & Economics; Business / Economics / Finance; Business/Economics; Business & Economics / Econometrics; Economic forecasting