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An empirical model for durations in stocks

Simonsen, Ola (contributor) - 2005

Persistent link: https://www.econbiz.de/10002688639

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

The impact of news releases on trade durations in stocks : empirical evidence from Sweden

Simonsen, Ola (contributor) - 2006

Persistent link: https://www.econbiz.de/10003358991

Stock data, trade durations, and limit order book information

Simonsen, Ola (contributor) - 2006

Persistent link: https://www.econbiz.de/10003358994

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

Conditional Heteroskedasticity in Some Common Count Data Models for Financial Time Series Data

Brannas, Kurt - 2002

Persistent link: https://www.econbiz.de/10014107078

Tourist Accommodation Effects of Festivals

Brannas, Kurt; Nordstrom, Jonas - 2002

Lately the interest in arranging festivals or special events has increased in many cities. In this paper we present an econometric model to account for the tourism accommodation impact of such events. The autoregressive count data model incorporates some of the more important factors in the...

Persistent link: https://www.econbiz.de/10014120847