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- Title:
An autoregressive ordered probit model with application to high frequency financial data.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Müller, G., Czado, C.
- Journal title:
- Journal of Computational and Graphical Statistics
- Year:
- 2005
- Journal volume:
- 14
- Journal issue:
- 2
- Pages contribution:
- 320-338
- Language:
- en
- WWW:
- http://www.jstor.org/stable/27594116?seq=1#page_scan_tab_contents
- Status:
- Verlagsversion / published
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX