Completion time structures of stock price movements (Q665544): Difference between revisions

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+Q5654899
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+Partial likelihood
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+Q5684038
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+The Econometrics of Ultra-high-frequency Data
@@ Property / cites work: The Econometrics of Ultra-high-frequency Data / rank @@
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+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
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+Asset allocation under multivariate regime switching
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+Q3999328
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+Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
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