How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration Model

2012 ◽  
Author(s):  
Kaouther Jouaber-Snoussi ◽  
Rim Tekaya
Keyword(s):  
Duration Model ◽  
Option Listing

Automatic Parameters Estimation of the D. Klatt Phoneme Duration Model

Informatica ◽  
2016 ◽  
Vol 27 (3) ◽  
pp. 573-586
Author(s):  
Pijus Kasparaitis ◽  
Margarita Beniušė
Keyword(s):  
Parameters Estimation ◽  
Duration Model

Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO

2000 ◽  
Vol 220 (6) ◽  
Author(s):  
Reinhard Hujer ◽  
Joachim Grammig ◽  
Stefan Kokot
Keyword(s):  
Initial Public Offering ◽  
Structural Breaks ◽  
Duration Model ◽  
Time Varying ◽  
Threshold Autoregressive ◽  
Public Offering ◽  
Autoregressive Conditional Duration ◽  
Autoregressive Conditional Duration Model

SummaryWe apply the Threshold Autoregressive Conditional Duration Model (TACD) as proposed by Zhang, Russell, and Tsay (1999) to model the after market trading duration process associated with the initial public offering of the Deutsche Telekom AG share in November of 1996. Special emphasis is devoted to the empirical specification of intra-day seasonality and to the detection of non-stationarity and structural breaks in the trading process.

A bivariate duration model for job mobility of two-earner households

2002 ◽  
Vol 137 (3) ◽  
pp. 574-587 ◽  
Author(s):  
Jos van Ommeren ◽  
Piet Rietveld ◽  
Peter Nijkamp
Keyword(s):  
Job Mobility ◽  
Duration Model

Analysis of Attending Behaviour to Park-and-Ride Experimental Scheme Using Duration Model

1997 ◽  
Vol 14 ◽  
pp. 671-678
Author(s):  
Akimasa FUJIWARA ◽  
Yoriyasu SUGIE ◽  
Junyi ZHANG ◽  
Fumio SHIGEMATSU
Keyword(s):  
Duration Model ◽  
Experimental Scheme ◽  
Park And Ride
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