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Modelling security market events in continuous time: Intensity based, multivariate point process models

Clive Bowsher ()

Journal of Econometrics, 2007, vol. 141, issue 2, 876-912

Date: 2007
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Related works:
Working Paper: Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models (2005) Downloads
Working Paper: Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models (2003) Downloads
Working Paper: Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models (2002) Downloads
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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