Related Books
Language: en
Pages: 216
Pages: 216
Type: BOOK - Published: 2014-07-11 - Publisher: Routledge
This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also con
Language: en
Pages:
Pages:
Type: BOOK - Published: 1994 - Publisher:
Language: en
Pages: 43
Pages: 43
Type: BOOK - Published: 1995 - Publisher:
Language: en
Pages: 59
Pages: 59
Type: BOOK - Published: 2006 - Publisher:
Language: en
Pages: 64
Pages: 64
Type: BOOK - Published: 1994 - Publisher:
This paper will propose a new statistical model for the analysis of data that does not arrive in equal time intervals such as financial transactions data, telep