Some statistical models for durations and an application to News Corporation stock prices (Q2486203)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some statistical models for durations and an application to News Corporation stock prices
scientific article

    Statements

    Some statistical models for durations and an application to News Corporation stock prices (English)
    0 references
    0 references
    0 references
    0 references
    5 August 2005
    0 references
    Autoregressive
    0 references
    Conditional expectation
    0 references
    Intensity
    0 references
    Hazard function
    0 references
    Stochastic process
    0 references

    Identifiers