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~isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
~type_genre:"Article in journal"
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Estimation
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Autoregressive conditional duration model
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China
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Li, Jian
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Agricultural economics : the journal of the International Association of Agricultural Economists
Journal of empirical finance
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Applied economics letters
5
Insurance / Mathematics & economics
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Applied economics
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Journal of the American Statistical Association : JASA
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
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Annals of economics and statistics
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Annals of financial economics
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Astin bulletin : the journal of the International Actuarial Association
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Decisions in economics and finance : a journal of applied mathematics
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Econometrics : open access journal
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Economics of governance
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Environmental and resource economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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European review of agricultural economics : ERAE
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Health economics
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International Journal of Energy Economics and Policy : IJEEP
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International economic journal
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International journal of applied behavioral economics : IJABE ; an official publication of the Information Resources Management Association
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International journal of emerging markets
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International journal of forecasting
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International journal of monetary economics and finance : IJMEF
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International review of financial analysis
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Journal of Asian economics
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of development economics
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Journal of econometric methods
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Journal of economics & management
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Journal of financial econometrics
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Journal of financial economics
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Journal of international trade & economic development : an international and comparative review
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Journal of productivity analysis
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Journal of public economics
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Commodity price bubbles and macroeconomics : evidence from the Chinese agricultural markets
Li, Jian
;
Chavas, Jean-Paul
;
Etienne, Xiaoli Liao
; …
- In:
Agricultural economics : the journal of the …
48
(
2017
)
6
,
pp. 755-768
Persistent link: https://www.econbiz.de/10011862068
Saved in:
2
Modeling corporate defaults :
poisson
autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
3
On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
Saved in:
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