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High-frequency volatility and liquidity
Hautsch, Nikolaus; Jeleskovic, Vahidin - In: Applied quantitative finance, (pp. 379-397). 2009
Persistent link: https://www.econbiz.de/10003746425
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Modelling intraday trading activity using Box-Cox-ACD models
Hautsch, Nikolaus - 2002
Persistent link: https://www.econbiz.de/10001683732
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Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank - 2000
Persistent link: https://www.econbiz.de/10013436039