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~isPartOf:"CIE working paper series"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
~subject:"Share price"
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Estimation theory
Regressionsanalyse
Share price
Duration analysis
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Nichtparametrisches Verfahren
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Nonparametric statistics
2
Statistische Bestandsanalyse
2
Autoregressive conditional duration
1
Dauer
1
Duration
1
Schätztheorie
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diurnal duration patterns
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iterative plug-in
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local linear estimator
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simulation
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Feng, Yuanhua
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Forstinger, Sarah
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Peitz, Christian
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On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua
;
Forstinger, Sarah
;
Peitz, Christian
-
2013
Persistent link: https://www.econbiz.de/10010194478
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