Information spillover effect and autoregressive conditional duration models

Information spillover effect and autoregressive conditional duration models

by LIU, Xiangli

Type Book
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Title Statements

  • Full title :Information spillover effect and autoregressive conditional duration models / Xiangli Liu, Yanhui Liu, Yongmiao Hong and Shouyang Wang.

Edition Statements

  • Publication Date:2015

Publication Statements

  • Publisher(s):Routledge
  • Place of Publication:London
  • Language:eng
  • Publication Date:2015

The Physical Object

  • Description:1 Online-Ressource : : Diagramme

Edition Identifiers

  • ISBN:9781317667667, 1317667662, 9781317667650, 1317667654, 9781315768847, 1315768844
  • oclc:on1086277194
  • LC Classification:HG106
  • Dewey Decimal:332.01/154

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