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High frequency finance
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High frequency financial econometrics. Recent developments
Veredas, David
;
Pohlmeier, Winfried
;
Bauwens, Luc
-
Solvay Brussels School of Economics and Management, …
-
2007
Persistent link: https://www.econbiz.de/10010600868
Saved in:
2
The stochastic conditional duration model: a latent factor model for the analysis of financial durations
Veredas, David
;
Bauwens, Luc
-
Solvay Brussels School of Economics and Management, …
-
2004
Persistent link: https://www.econbiz.de/10011011416
Saved in:
3
A comparison of financial duration models via density forecast
Veredas, David
;
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
-
Solvay Brussels School of Economics and Management, …
-
2004
Persistent link: https://www.econbiz.de/10010600873
Saved in:
4
Editor#8217s introduction
Bauwens, Luc
;
Pohlmeier, Winfried
;
Veredas, David
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 791-794
Persistent link: https://www.econbiz.de/10006231905
Saved in:
5
Editor’s introduction
Bauwens, Luc
;
Pohlmeier, Winfried
;
Veredas, David
- In:
Empirical Economics
30
(
2006
)
4
,
pp. 791-794
Persistent link: https://www.econbiz.de/10005758453
Saved in:
6
A comparison of financial duration models via density forecasts
BAUWENS, Luc
;
GIOT, Pierre
;
GRAMMIG, Joachim
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927286
Saved in:
7
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
BAUWENS, Luc
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927624
Saved in:
8
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 381-412
Persistent link: https://www.econbiz.de/10006757702
Saved in:
9
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 589-610
Persistent link: https://www.econbiz.de/10006961490
Saved in:
10
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
- In:
Journal of Econometrics
119
(
2004
)
2
,
pp. 381-412
Persistent link: https://www.econbiz.de/10005285935
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