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~subject:"Duration analysis"
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Duration analysis
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7
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Ng, Wing Lon
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Savu, Cornelia
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Wing Lon Ng
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ECONIS (ZBW)
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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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2
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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3
Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten
Ng, Wing Lon
-
2005
Persistent link: https://www.econbiz.de/10003294866
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4
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
Saved in:
5
The ScoD model : analyzing durations with a semiparametric copula approach
Savu, Cornelia
;
Ng, Wing Lon
-
2006
Persistent link: https://www.econbiz.de/10003347599
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