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Survival analysis / Time series analysis / Autoregressive conditional duration / Autoregressive conditional heteroskedasticity


Some Statistical Models for Durations and their Applications in Finance a Shelton Peirisa David Allenb and Wenling Yangc Universityof Sydney,b Edith Cowan University(ECU),Perth
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Document Date: 2013-01-14 21:58:38


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City

Amsterdam / Perth / Zurich / San Francisco / New York / Sydney / /

Company

Olsen and Associates / News Corporation / Russell / Sydney Stock Exchange / /

Country

Switzerland / United Kingdom / Netherlands / /

Currency

AUD / pence / USD / /

Facility

Securities Industry Research Centre / Edith Cowan University / ARCH Modelling / /

IndustryTerm

finance problems / /

Organization

Securities Industry Research Centre of the Asia-Pacific / Edith Cowan University / School of Finance and Business Economics / /

Person

David Allenb / Applied Econometrics / Econometrica / /

Product

TNT / /

ProvinceOrState

New York / Arkansas / /

PublishedMedium

Journal of Finance / Review of Financial Studies / /

Region

North Holland / /

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