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Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10001378696
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Estimating the neighborhood influence on decision makers : theory and an application on the analysis of innovation decisions
Hautsch, Nikolaus; Klotz, Stefan - 2001
Persistent link: https://www.econbiz.de/10001635446
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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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Volatility estimation on the basis of price intensities
Gerhard, Frank; Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10001447119
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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001450616
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Mean-variance efficiency and intertemporal price for risk
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001544834
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Utility maximization and duality
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001544835
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Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus - 2001
Persistent link: https://www.econbiz.de/10014378893
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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