Publication: Asymptotic properites of the QML estimator in linear and smooth transition autoregressive conditional duration models
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Program
Economics
KU-Authors
KU Authors
Co-Authors
Authors
Sakarya, Neslihan
Advisor
Meitz, Mika
Publication Date
2011
Language
English
Type
Thesis
Journal Title
Journal ISSN
Volume Title
Abstract
Description
93 l. : ill. 30 cm.
Source:
Publisher:
Koç University
Keywords:
Subject
Econometric models, Finance, Mathematical models, Economic forecasting, Mathematical models, Economics, Mathematical