An autoregressive ordered probit model with application to high frequency financial data.

Document type:

Zeitschriftenaufsatz

Author(s):

Müller, G., Czado, C.

Title:

An autoregressive ordered probit model with application to high frequency financial data.

Journal title:

Journal of Computational and Graphical Statistics

Year:

2005

Journal volume:

Journal issue:

Pages contribution:

320-338

Language:

WWW:

Status:

Verlagsversion / published

TUM Institution:

Lehrstuhl für Mathematische Statistik

Format:

Text