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pro vyhledávání: '"McCausland, William J"'
Autor:
McCausland, William J., Marley, A.A.J.
Publikováno v:
In Journal of Mathematical Psychology September 2024 122
We introduce a new stochastic duration model for transaction times in asset markets. We argue that widely accepted rules for aggregating seemingly related trades mislead inference pertaining to durations between unrelated trades: while any two trades
Externí odkaz:
http://arxiv.org/abs/2005.09166
Publikováno v:
In Journal of Mathematical Psychology August 2023 115
Autor:
McCausland, William J., Marley, A.A.J.
Publikováno v:
In Journal of Mathematical Psychology October-December 2014 62-63:33-46
Autor:
McCausland, William J., Marley, A.A.J.
Publikováno v:
In Journal of Mathematical Psychology June-August 2013 57(3-4):78-93
Autor:
McCausland, William J1 william.j.mccausland@umontreal.ca, Davis-Stober, Clintin2, Marley, AAJ3, Park, Sanghyuk2, Brown, Nicholas2
Publikováno v:
Economic Journal. Jan2020, Vol. 130 Issue 625, p183-207. 25p. 2 Charts, 8 Graphs.
Autor:
McCausland, William J.
Publikováno v:
Economica, 2009 Feb 01. 76(301), 89-107.
Externí odkaz:
https://www.jstor.org/stable/40071771
Publikováno v:
In Computational Statistics and Data Analysis 2011 55(1):199-212