Regime shift models as an alternative to the use of a 'business time scale' for high frequency exchange rate data
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research
| Original language | English |
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| Title of host publication | Symposium i anvendt statistik 1997 : Danmarks Tekniske Universitet 27.-29. Januar 1997 |
| Editors | Helle Holst, Lisbeth La Cour, Agnar Høskuldsson |
| Volume | 19 |
| Publisher | Thor Publishing |
| Publication date | 1997 |
| Pages | 1-18 |
| ISBN (Print) | 8798594133 |
| Publication status | Published - 1997 |
| Event | Regime shift models as an alternative to the use of a 'business time scale' for high frequency exchange rate data - Duration: 29 Nov 2010 → … |
Conference
| Conference | Regime shift models as an alternative to the use of a 'business time scale' for high frequency exchange rate data |
|---|---|
| Periode | 29/11/2010 → … |
ID: 4044023