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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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Inferring the economic preference of a rental vehicle company by modeling its de-fleeting process
Han, Chuan-Hsiang; Shi, Jingren; Huang, Suzhou - In: Annals of financial economics 11 (2016) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10011685673
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Recent developments in quantitative finance : an overview
Chang, Chia-Lin; Hu, Shing-yang; Yu, Shihti - In: Annals of financial economics 9 (2014) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10010489125
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Analysis of market volatility via a dynamically purified option price process
Luong, Chuong; Dokučaev, Nikolaj G. - In: Annals of financial economics 9 (2014) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10010391659
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Editorial statement in honor of Professor Michael McAleer
Alghalith, Moawia; Swanson, Norman R.; Vasnev, Andrey; … - In: Annals of financial economics 16 (2021) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10013185326