Narrow search
Showing 1 - 10 of 44
Cover Image
The moments of Log-ACD models
Bauwens, Luc; Galli, Fausto; Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001790741
Cover Image
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc (contributor); Galli, Fausto (contributor) - 2007
Persistent link: https://www.econbiz.de/10003526529
Cover Image
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc (contributor); Galli, Fausto (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538748
Cover Image
A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
Cover Image
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc; Giot, Pierre - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Cover Image
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Cover Image
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354
Cover Image
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc; Giot, Pierre - 1997
Persistent link: https://www.econbiz.de/10000980123
Cover Image
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto - 2009
Persistent link: https://www.econbiz.de/10003986565
Cover Image
A nonparametric ACD model
Cosma, Antonio (contributor); Galli, Fausto (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375845