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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences"
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Search: subject_exact:"Split hazard model"
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1
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
2
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
3
The housing market in Beijing and delays in sales : a fractional polynomial survival model
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
- In:
Economic modelling
42
(
2014
),
pp. 296-300
Persistent link: https://www.econbiz.de/10010478127
Saved in:
4
Multi-period credit default prediction with time-varying covariates
Orth, Walter
- In:
Journal of empirical finance
21
(
2013
),
pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
Saved in:
5
Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
Saved in:
6
On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
Saved in:
7
Transaction duration and asymmetric price impact of trades : evidence from Australia
Yang, Joey Wenling
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 91-102
Persistent link: https://www.econbiz.de/10009301172
Saved in:
8
Demystifying disruption : a new model for understanding and predicting disruptive technologies
Sood, Ashish
;
Tellis, Gerard J.
- In:
Marketing science : the marketing journal of the …
30
(
2011
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10009006827
Saved in:
9
Tricked by truncation : spurious duration dependence and social contagion in Hazard models
Van Den Bulte, Christophe
;
Iyengar, Radha
- In:
Marketing science : the marketing journal of the …
30
(
2011
)
2
,
pp. 233-248
Persistent link: https://www.econbiz.de/10009006850
Saved in:
10
Invited comment on "opinion leadership and social contagion in new product diffusion"
Godes, David
- In:
Marketing science : the marketing journal of the …
30
(
2011
)
2
,
pp. 224-229
Persistent link: https://www.econbiz.de/10009006854
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