Information Spillover Effect and Autoregressive Conditional Duration Models

An edition of Information Spillover Effect and Autoregressive Conditional Duration Models (2014)

Information Spillover Effect and Autoregressive Conditional Duration Models

By Xiangli Liu,Yanhui Liu,Yongmiao Hong,Shouyang Wang

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Publish Date

2014

Publisher

Taylor & Francis Group

Language

eng

Pages

210

Description:

subjects: Financial risk management, Finance, mathematical models, Capital market, Information theory in economics