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The dynamic location/scale model with applications to intra-day financial data

Author: Philipp Andrès; Andrew Harvey
Publisher: Cambridge Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics 2012
Series: Cambridge working papers in economics, 1240
Edition/Format:   Computer file : English
Database:WorldCat
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Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Philipp Andrès; Andrew Harvey
OCLC Number: 930938271
Accession No: (DE-599)GBV730574962
Description: Online-Ressource (PDF-Datei: 49 S.) graph. Darst.
Series Title: Cambridge working papers in economics, 1240
Responsibility: Philipp Andres and Andrew Harvey

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