Related Books

Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Application to Financial Transaction Data
Language: en
Pages: 274

Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Application to Financial Transaction Data

Authors: Jeffrey R. Russell
Categories: Autoregression (Statistics)
Type: BOOK - Published: 1996 - Publisher:

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Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Applications to Financial Transaction Data
Language: en
Pages: 121

Econometric Analysis of Irregularly-spaced Transaction Data Using a New Class of Accelerated Failure Time Models with Applications to Financial Transaction Data

Authors: Jeffrey R. Russell
Categories:
Type: BOOK - Published: 1996 - Publisher:

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Working Paper Series
Language: en
Pages: 31

Working Paper Series

Authors: Jeffrey R. Russell
Categories: Stocks
Type: BOOK - Published: 1998 - Publisher:

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American Doctoral Dissertations
Language: en
Pages: 872

American Doctoral Dissertations

Authors:
Categories: Dissertation abstracts
Type: BOOK - Published: 1996 - Publisher:

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Autoregressive Conditional Duration
Language: en
Pages:

Autoregressive Conditional Duration

Authors: Jeffrey R. Russell
Categories:
Type: BOOK - Published: 2008 - Publisher:

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This paper proposes a new statistical model for the analysis of data that do not arrive in equal time intervals, such as financial transactions data, telephone