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~person:"Chan, Ngai Hang"
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Forecasting model
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price prediction
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bids arrival
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compound Poisson processes
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first passage time
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functional data analysis
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limit order book
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maximum empirical likelihood estimator
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non-homogeneous point process
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Chan, Ngai Hang
Kolbe, Jens
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Sommervoll, Dag Einar
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Corgnet, Brice
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ECONIS (ZBW)
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Modeling and forecasting online auction prices : a semiparametric regression analysis
Chan, Ngai Hang
;
Liu, Wei Wei
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 156-164
Persistent link: https://www.econbiz.de/10011729130
Saved in:
2
Short‐term stock
price
prediction
based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
3
Forecasting online auctions via self-exciting point processes
Chan, Ngai Hang
;
Li, Zehang Richard
;
Yau, Chun Yip
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 501-514
Persistent link: https://www.econbiz.de/10011282097
Saved in:
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