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Some statistical models for durations and their applications in finance
Peiris, Shelton (contributor); Allen, David E. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730512
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Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam; Allen, David E.; Yang, Wenling - In: Annals of financial economics 9 (2014) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
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Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.; Gould, John; Chan, Felix; Yang, Wenling - In: Journal of empirical finance 36 (2016), pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
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The seasonality of lottery-like stock returns
Gould, John; Yang, Wenling; Singh, Ranjodh B.; Yeo, Ben - In: International review of economics & finance : IREF 83 (2023), pp. 383-400
Persistent link: https://www.econbiz.de/10014246716