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Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger (contributor); Timmermann, Allan (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533118
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Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger; Timmermann, Allan - 2000
Persistent link: https://www.econbiz.de/10001602271
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Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001845274
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Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 3, pp. 253-273
Persistent link: https://www.econbiz.de/10002135493
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A conjugate gamma model for durations in transaction data
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 5-30). 1999
Persistent link: https://www.econbiz.de/10001442374
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A generalized gamma autoregressive conditional duration model
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 31-68). 1999
Persistent link: https://www.econbiz.de/10001442379
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Trade and quotes : a bivariate point process
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 71-108). 1999
Persistent link: https://www.econbiz.de/10001442381
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Econometric modelling of durations between economic events
Lunde, Asger - 1999
Persistent link: https://www.econbiz.de/10001401985
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Trades and quotes : a bivariate point process
Engle, Robert F.; Lunde, Asger - 1998
Persistent link: https://www.econbiz.de/10000983784
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A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856