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~isPartOf:"Econometric reviews"
~isPartOf:"International journal of production research"
~isPartOf:"The econometrics journal"
~isPartOf:"ZEW discussion papers"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Verweildaueranalyse"
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Stochastischer Prozess
Duration analysis
19
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Knight, John L.
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International journal of production research
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Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
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2
Estimation of the stochastic conditional duration model via alternative methods
Knight, John L.
;
Ning, Cathy Q.
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 593-616
Persistent link: https://www.econbiz.de/10003802430
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