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Stock data, trade durations, and limit order book information
Simonsen, Ola (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358994
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An empirical model for durations in stocks
Simonsen, Ola - In: Annals of finance 3 (2007) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10003425363
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An empirical model for durations in stocks
Simonsen, Ola (contributor) - 2005
Persistent link: https://www.econbiz.de/10002688639
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Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt (contributor); Simonsen, Ola (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756258