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Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt; Simonsen, Ola - In: Applied financial economics 17 (2007) 7/9, pp. 647-658
Persistent link: https://www.econbiz.de/10003491211
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Integer-valued moving average modelling of the number of transactions in stocks
Brännäs, Kurt; Quoreshi, A. M. M. Shahiduzzaman - In: Applied financial economics 20 (2010) 16/18, pp. 1429-1440
Persistent link: https://www.econbiz.de/10009010922
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An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt; Nordman, Niklas - In: Applied financial economics 13 (2003) 7, pp. 537-541
Persistent link: https://www.econbiz.de/10001770785
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Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt; Simonsen, Ola - In: Applied financial economics 17 (2007) 7-9, pp. 647-658
Persistent link: https://www.econbiz.de/10007751342
Cover Image
Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt; Simonsen, Ola - In: Applied financial economics 17 (2007) 8, pp. 647-658
Persistent link: https://www.econbiz.de/10007733599
Cover Image
An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt; Nordman, Niklas - In: Applied financial economics 13 (2003) 7, pp. 537-542
Persistent link: https://www.econbiz.de/10007655555