The effect of infrequent trading on detecting price jumps (English)
- New search for: Schulz, Frowin C.
- New search for: Mosler, Karl
- New search for: Schulz, Frowin C.
- New search for: Mosler, Karl
In:
AStA Advances in Statistical Analysis
;
95
, 1
; 27-58
;
2010
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ISSN:
- Article (Journal) / Print
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Title:The effect of infrequent trading on detecting price jumps
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Contributors:Schulz, Frowin C. ( author ) / Mosler, Karl ( author )
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Published in:AStA Advances in Statistical Analysis ; 95, 1 ; 27-58
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Publisher:
- New search for: Springer-Verlag
- New search for: Springer
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Place of publication:Berlin
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Publication date:2010
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 31.73 / 31.73$jMathematische Statistik / 83.03$jMethoden und Techniken der Volkswirtschaft / 83.03
- Further information on Basic classification
- New search for: 519.5
- Further information on Dewey Decimal Classification
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Keywords:
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Classification:
BKL: 31.73 Mathematische Statistik / 31.73$jMathematische Statistik / 83.03$jMethoden und Techniken der Volkswirtschaft / 83.03 Methoden und Techniken der Volkswirtschaft DDC: 519.5 -
Source:
Table of contents – Volume 95, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Multiple imputation in practice—a case study using a complex German establishment surveyDrechsler, Jörg et al. | 2010
- 27
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The effect of infrequent trading on detecting price jumpsSchulz, Frowin C. / Mosler, Karl et al. | 2010
- 59
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Useful models for time series of counts or simply wrong ones?Jung, Robert C. / Tremayne, A. R. et al. | 2010
- 93
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A robust test for non-nested hypothesesLin, Hsin-Yi et al. | 2010