OpenAlex
The dynamic mixed hitting-time model for multiple transaction prices and times
Work
Year: 2014
Type: article
Source: Journal of Econometrics
Authors Éric Renault, Thijs van der Heijden, Bas J. M. Werker
Institutions Brown University, The University of Melbourne, Tilburg University
Cites: 47
Cited by: 12
Related to: 10
FWCI: 1.816
Citation percentile (by year/subfield): 83.85
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed