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Feng, Dingan's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
313 |
Total
Citations
6 |
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1.
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Feng, Dingan York University - Department of Economics Gourieroux, Christian University of Toronto - Department of Economics Jasiak, Joann York University - Department of Economics
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295
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Credit rating, migration
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2.
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Song, Peter X.K. University of Waterloo - Department of Statistics and Actuarial Science Feng, Dingan York University - Department of Economics
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18
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3.
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Feng, Dingan York University - Department of Economics Jiang, George J. Washington State University Song, Peter X.K. University of Waterloo - Department of Statistics and Actuarial Science
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autoregressive conditional duration (ACD) model, ergodicity, financial transaction data, leverage effect, Monte Carlo maximum-likelihood (MCML) estimation, stationarity, stochastic conditional duration (SCD) model
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Records 1 -
3
of 3 matches
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