Modelling Irregularly Spaced Financial Data - Theory and Practice of Dynamic Duration Models (Paperback, Softcover reprint of the original 1st ed. 2004)

This book has been written as a doctoral dissertation at the Department of Economics at the University of Konstanz. I am indebted to my supervisor Winfried Pohlmeier for providing a stimulating and pleasant research en- ronment and his continuous support during my doctoral studies. I strongly bene?tted from inspiring discussions with him, his valuable advices and he- ful comments regarding the contents and the exposition of this book. I am grateful to Luc Bauwens for refereeing my work as a second super- sor. Moreover, I wish to thank him for o?ering me the possibility of a research visit at the Center of Operations Research and Econometrics (CORE) at the Universit e Catholique de Louvain. Important parts of this book have been conceived during this period. Similarly, I am grateful to Tony Hall who invited me for a research visit at the University of Technology, Sydney, and provided me access to an excellent database from the Australian Stock Exchange. I would like to thank him for his valuable support and the permission to use this data for empirical studies in this book. I wish to thank my colleagues at the University of Konstanz Frank G- hard, DieterHess, JoachimInkmann, MarkusJochmann, StefanKlotz, Sandra Lechner and Ingmar Nolte who o?ered me advice, inspiration, friendship and successfulco-operations.Moreover, Iamgratefultothestudentresearchass- tantsat the Chair of Econometrics at the University of Konstanz, particularly Magdalena Ramada Sarasola, Danielle Tucker and Nadine Warmuth who did a lot of editing wo

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Economics and Mathematical Systems, 539
Release date:	April 2004
First published:	2004
Authors:	Nikolaus Hautsch
Dimensions:	235 x 155 x 16mm (L x W x T)
Format:	Paperback
Pages:	292
Edition:	Softcover reprint of the original 1st ed. 2004
ISBN-13:	978-3-540-21134-1
Categories:	Books > Business & Economics > Economics > Econometrics > General Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General
LSN:	3-540-21134-9
Barcode:	9783540211341

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