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subject:"Time series analysis"
~person:"Lunde, Asger"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Lunde, Asger
Phillips, Peter C. B.
57
Franses, Philip Hans
53
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42
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30
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28
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21
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20
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19
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19
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18
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Econometric modelling of durations between economic events
3
Journal of financial econometrics
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1
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 961-1006
Persistent link: https://www.econbiz.de/10013460035
Saved in:
2
A conjugate gamma model for durations in transaction data
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 5-30)
.
1999
Persistent link: https://www.econbiz.de/10001442374
Saved in:
3
A generalized gamma autoregressive conditional duration model
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 31-68)
.
1999
Persistent link: https://www.econbiz.de/10001442379
Saved in:
4
Trade and quotes : a bivariate point process
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 71-108)
.
1999
Persistent link: https://www.econbiz.de/10001442381
Saved in:
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