| . |
Vuletic, Sandra's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
694 |
Total
Citations
15 |
|
|
|
|
|
1.
|
|
|
Hujer, Reinhard
University of Frankfurt Vuletic, Sandra
Johann Wolfgang Goethe University - University of Frankfurt Kokot, Stefan
Arcor AG & Co. KG
|
|
500
(25,764)
|
8
|
|
| |
|
| |
Financial transaction data, autoregressive conditional duration models, nonlinear time series models, finite mixture distributions, Markov switching models, EM algorithm, market microstructure theory
|
|
|
2.
|
|
|
Hujer, Reinhard
University of Frankfurt Vuletic, Sandra
Johann Wolfgang Goethe University - University of Frankfurt
|
|
121
(118,552)
|
4
|
|
| |
|
| |
Mixture models, duration models, financial transaction data, market microstructure
|
|
|
3.
|
|
|
Hujer, Reinhard
University of Frankfurt Vuletic, Sandra
Johann Wolfgang Goethe University - University of Frankfurt
|
|
73
(166,936)
|
3
|
|
| |
|
| |
Mixture models, duration models, financial transaction data
|
|
Records 1 -
3
of 3 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo3 in 0.140 seconds
|
