Completion time structures of stock price movements
type: Item
instance of: scholarly article
title: Completion time structures of stock price movements
zbMATH Open document ID: 1233.91327
author: Asger Lunde
author: Allan Timmermann
published in: Annals of Finance
publication date: 2012-03-05T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6012189
zbMATH Keywords: completion time
zbMATH Keywords: duration model
zbMATH Keywords: stock price movements
zbMATH Keywords: time-varying covariates
MaRDI profile type: Publication
full work available at URL: s10436-005-0012-0
OpenAlex ID: W2031476092
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DOI: 10.1007/S10436-005-0012-0
description: scientific article; zbMATH DE number 6012189