Information spillover effect and autoregressive conditional duration models

Author(s)

• Liu, Xiangli

Bibliographic Information

Information spillover effect and autoregressive conditional duration models

Xiangli Liu ... [et al.]

（Routledge advances in risk management / edited by Kin Keung Lai and Shouyang Wang, 4）

Routledge, 2015

• : hbk

Note

Includes bibliographical references (p. [195]-206) and index

Details

• NCID: BB16187127
• ISBN:
  • 9780415721684
• LCCN: 2013050059
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: xvii, 209 p.
• Size: 25 cm
• Classification:
  • LCC : HG106
  • DC23 : 332.01/154
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Financial risk -- Mathematical models
  • LCSH : Capital market -- Mathematical models
  • LCSH : Information theory in finance
• Parent Bibliography ID:
  • BB14411638