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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Asymmetric stochastic conditional duration model a mixture of normal approach
Xu, Dinghai
;
Knight, John L.
;
Wirjanto, Tony S.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 469-488
Persistent link: https://www.econbiz.de/10009407860
Saved in:
2
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
3
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10002214089
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