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Assessing the risk of liquidity suppliers on the basis of excess demand intensities
Hautsch, Nikolaus - In: Journal of financial econometrics : official journal of … 1 (2003) 2, pp. 189-215
Persistent link: https://www.econbiz.de/10002214097
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Stochastic conditional intensity processes
Bauwens, Luc; Hautsch, Nikolaus - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 450-493
Persistent link: https://www.econbiz.de/10003354109
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Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus; Malec, Peter; Schienle, Melanie - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 89-121
Persistent link: https://www.econbiz.de/10010233604