Browsing All of EconStor by Author Kokot, Stefan
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
1998 | Ökonometrische Modellierung von Transaktionsintensitäten auf Finanzmärkten | Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan; Maurer, Kai-Oliver |
2000 | Bias-free nonparametric estimation of intra-day trade activity measures | Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan |
2001 | Tackling boundary effects in nonparametric estimation of intra-day liquidity measures | Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan |
2002 | The Markov switching ACD model | Hujer, Reinhard; Vuletic, Sandra; Kokot, Stefan |