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~person:"Feng, Dingan"
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Search: subject:"Stochastischer Prozess"
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Feng, Dingan
McAleer, Michael
100
Phillips, Peter C. B.
75
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Sethi, Suresh
49
Ferrari, Giorgio
45
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
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Escudero, Laureano F.
44
Asai, Manabu
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Post, Thierry
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Takahashi, Akihiko
41
Yu, Jun
40
Madan, Dilip B.
38
Benth, Fred Espen
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Fabozzi, Frank J.
37
Shephard, Neil G.
37
Chan, Joshua
36
Gao, Jiti
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Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
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Kohlmann, Michael
32
Elliott, Robert J.
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Hainaut, Donatien
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Gendreau, Michel
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Gil-Alaña, Luis A.
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Wong, Hoi Ying
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Clark, Todd E.
28
Račev, Svetlozar T.
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Siu, Tak Kuen
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Stein, Jerome L.
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Carr, Peter
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Topaloglou, Nikolas
26
Mumtaz, Haroon
25
Nguyen, Duy
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
Saved in:
2
Stochastic conditional duration models with "leverage effect" for financial transaction data
Feng, Dingan
;
Jiang, George J.
;
Song, Peter X.-K.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 390-421
Persistent link: https://www.econbiz.de/10002214366
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