Publication:
Asymptotic properites of the QML estimator in linear and smooth transition autoregressive conditional duration models

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dc.contributor.advisorMeitz, Mika
dc.contributor.kuauthorMaster Student, Sakarya, Neslihan
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T22:40:31Z
dc.date.issued2011
dc.format.extent93 l. : ill. 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/5949
dc.keywordsAutoregressive conditional duration model
dc.keywordsHigh frequency data
dc.keywordsSmooth transition
dc.keywordsFinancial econometrics
dc.language.isoeng
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectEconometric models
dc.subjectFinance, Mathematical models
dc.subjectEconomic forecasting, Mathematical models
dc.subjectEconomics, Mathematical
dc.titleAsymptotic properites of the QML estimator in linear and smooth transition autoregressive conditional duration models
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorSakarya, Neslihan
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