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Kokot, Stefan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
680 |
Total
Citations
8 |
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1.
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Hujer, Reinhard
University of Frankfurt Vuletic, Sandra
Johann Wolfgang Goethe University - University of Frankfurt Kokot, Stefan
Arcor AG & Co. KG
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497
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Financial transaction data, autoregressive conditional duration models, nonlinear time series models, finite mixture distributions, Markov switching models, EM algorithm, market microstructure theory
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2.
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Kokot, Stefan
Arcor AG & Co. KG
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183
(81,523)
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High Frequency Data, Market Microstructure, Sequential Trade Models, Count Data Models, Mixture Distributions, Markov Switching Models
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