Nolte, Ingmar (contributor); Voev, Valeri (contributor) - 2007
behavioral biases and discuss implications for portfolio theory. -- Trading Activity Datasets ; Panel Intensity Models ; Latent …We develop a panel intensity model, with a time varying latent factor, which captures the influence of unobserved time … & Hautsch (2006) to panel duration data. We show how to estimate the model parameters by a simulated maximum likelihood …