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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
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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
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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
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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
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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
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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
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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
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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
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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
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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