Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2006.11.007
@@ Property / DOI: 10.1016/j.jeconom.2006.11.007 / rank @@
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@@ Property / author @@
-Clive G. Bowsher
@@ Property / author: Clive G. Bowsher / rank @@
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@@ Property / describes a project that uses @@
+Ox
@@ Property / describes a project that uses: Ox / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2006.11.007
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+W3126099958
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@@ Property / cites work @@
+Nonparametric inference for a family of counting processes
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@@ Property / DOI @@
+.1016/J.JECONOM.2006.11.007
@@ Property / DOI: 10.1016/J.JECONOM.2006.11.007 / rank @@
+Normal rank