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Modeling duration clusters with dynamic copulas
Wing Lon Ng - In: Finance research letters 5 (2008) 2, pp. 96-103
Persistent link: https://www.econbiz.de/10003751303
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Dynamic order submission and herding behavior in electronic trading
Wing Lon Ng - In: The journal of financial research 33 (2010) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10003966716
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Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten
Ng, Wing Lon - 2005
Persistent link: https://www.econbiz.de/10003294866
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The SCoD model : analyzing durations with a semiparametric copula approach
Savu, Cornelia; Ng, Wing Lon - In: International review of finance 5 (2005) 1/2, pp. 55-74
Persistent link: https://www.econbiz.de/10003351733
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The ScoD model : analyzing durations with a semiparametric copula approach
Savu, Cornelia; Ng, Wing Lon - 2006
Persistent link: https://www.econbiz.de/10003347599