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~subject:"Estimation theory"
~subject:"Market microstructure"
~subject:"Time series analysis"
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
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2015
Persistent link: https://www.econbiz.de/10011299266
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2
The multivariate mixed proportional hazard model : applications and extensions
Drepper, Bettina
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2013
Persistent link: https://www.econbiz.de/10010236549
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3
Stock data, trade durations, and limit order book information
Simonsen, Ola
(
contributor
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2006
Persistent link: https://www.econbiz.de/10003358994
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4
The analysis of duration and panel data in economics
Hess, Wolfgang
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2010
Persistent link: https://www.econbiz.de/10003982979
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5
Elements of volatility at high frequency
Vuorenmaa, Tommi A.
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2008
Persistent link: https://www.econbiz.de/10003752381
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6
Two essays on duration models
Yu, Xinghua
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2006
Persistent link: https://www.econbiz.de/10003965996
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7
Duration analysis of financial distress
Wang, Ke
-
2004
Persistent link: https://www.econbiz.de/10003387649
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