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Analyzing the Time between Trades with a Gamma Compounded Hazard Model : an Application to LIFFE Bund Future Transactions

Analyzing the Time between Trades with a Gamma Compounded Hazard Model : an Application to LIFFE Bund Future Transactions

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HAUTSCH, Nikolaus, ZENTRUM FÜR FINANZEN UND ÖKONOMETRIE, 1999. Analyzing the Time between Trades with a Gamma Compounded Hazard Model : an Application to LIFFE Bund Future Transactions

@techreport{Hautsch1999Analy-12007, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Analyzing the Time between Trades with a Gamma Compounded Hazard Model : an Application to LIFFE Bund Future Transactions}, year={1999}, number={1999/03}, author={Hautsch, Nikolaus and Zentrum für Finanzen und Ökonometrie} }

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