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3
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3
Author
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Grammig, J.
3
Maurer, K.
2
Hujer, R.
1
Kokot, S.
1
Wellner, M.
1
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
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Sonderforschungsbereich 373
Working paper / Centre for Financial Research
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CFR Working Paper
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CFS Working Paper Series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Universität zu Köln - Institut für Finanzmarktforschung - Veröffentlichungen
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Working Paper Series: Finance & Accounting
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Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economics Working Papers (Ensaios Economicos da EPGE)
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Ensaios econômicos
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Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Review of financial economics : RFE
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The European journal of finance
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Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2014: Evidenzbasierte Wirtschaftspolitik - Session: Financial Econometrics
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Bonn Econ Discussion Papers
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Empirical Economics
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Financial markets and portfolio management
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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International journal of forecasting
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Journal of Financial Markets
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Modeling the Deutsche Telekom IPO Using a New ACD Specification - An Application of the Burr-ACD Model Using High Frequency Ibis Data
Grammig, J.
;
Hujer, R.
;
Kokot, S.
;
Maurer, K.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794938
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2
Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model
Grammig, J.
;
Maurer, K.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796160
Saved in:
3
Modeling the Interdependence of Volatility and Inter-Transaction Duration Processes
Grammig, J.
;
Wellner, M.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796280
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