Estimation of dynamic mixed hitting time model using characteristic function based moments
Year of publication: |
February 2018
|
---|---|
Authors: | Purwono, Yogo ; Irwan Adi Ekaputra ; Husodo, Zaäfri Ananto |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 2, p. 295-321
|
Subject: | Duration modeling | Mixed hitting time | Market microstructure | Conditional characteristic function | Marktmikrostruktur | Schätztheorie | Estimation theory |
-
The dynamic mixed hitting-time model for multiple transaction prices and times
Renault, Eric, (2014)
-
Otsubo, Yoichi, (2015)
-
Rounding errors and volatility estimation
Li, Yingying, (2015)
- More ...
-
Business and management issues in the global and digital era : Indonesian perspectives
Lubis, Arief Wibisono, (2019)
-
Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?
Dwita Mariana, Christy, (2021)
-
The role of interactivity on customer engagement in mobile e-commerce applications
Utami, Ami Fitri, (2022)
- More ...