C41 - Duration Analysis

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 1-4 of 4 total displayed.

Most recent content

Articles
The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel

Jie Gan
Rev. Financ. Stud. 2007; 20: 1941-1973. [Abstract] [Full text] [PDF]  

Past content

Articles
Stochastic Conditional Duration Models with "Leverage Effect" for Financial Transaction Data

Dingan Feng, George J. Jiang, and Peter X.-K. Song
J. Financial Econometrics 2004; 2: 390-421. [Abstract] [Full text] [PDF]  

Articles
Trades and Quotes: A Bivariate Point Process

Robert F. Engle and Asger Lunde
J. Financial Econometrics 2003; 1: 159-188. [Abstract] [PDF]  

Articles
Assessing the Risk of Liquidity Suppliers on the Basis of Excess Demand Intensities

Nikolaus Hautsch
J. Financial Econometrics 2003; 1: 189-215. [Abstract] [PDF]