Information spillover effect and autoregressive conditional duration models

Name: Information spillover effect and autoregressive conditional duration models
Author: Liu, Xiangli

Web Site CiNii Available at 3 libraries

Bibliographic Information

Title: "Information spillover effect and autoregressive conditional duration models"

Publisher

Publication Year

Series Name / No

Includes bibliographical references (p. [195]-206) and index

CRID

1130282269455770752
NII Book ID

BB16187127
ISBN

9780415721684
LCCN

2013050059
Web Site

https://lccn.loc.gov/2013050059
Text Lang

en
Country Code

uk
Title Language Code

en
Place of Publication
- London
Classification
- LCC: HG106
- DC23: 332.01/154
Subject
- LCSH: Finance -- Mathematical models
- LCSH: Financial risk -- Mathematical models
- LCSH: Capital market -- Mathematical models
- LCSH: Information theory in finance
Data Source
- CiNii Books