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, Yongmiao Hong and Shouyang Wang.

Edition Statements

  • Publication Date:2015.

Publication Statements

Notes

Appendix: Mathematical proof.

The Physical Object

  • Description:xvii, 209 p. ; : 24 cm

Edition Identifiers

  • ISBN:9780415721684, 0415721687
  • oclc:on1192804474
  • Dewey Decimal:332.01154

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