[{"status":"public","type":"journal_article","publication":"Statistics & Probability Letters","language":[{"iso":"eng"}],"user_id":"10075","department":[{"_id":"206"}],"_id":"4605","citation":{"ama":"Feng Y. Data-driven estimation of diurnal patterns of durations between trades on financial markets. <i>Statistics &#38; Probability Letters</i>. 2014;92:109-113. doi:<a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">10.1016/j.spl.2014.05.011</a>","ieee":"Y. Feng, “Data-driven estimation of diurnal patterns of durations between trades on financial markets,” <i>Statistics &#38; Probability Letters</i>, vol. 92, pp. 109–113, 2014.","chicago":"Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.” <i>Statistics &#38; Probability Letters</i> 92 (2014): 109–13. <a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">https://doi.org/10.1016/j.spl.2014.05.011</a>.","apa":"Feng, Y. (2014). Data-driven estimation of diurnal patterns of durations between trades on financial markets. <i>Statistics &#38; Probability Letters</i>, <i>92</i>, 109–113. <a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">https://doi.org/10.1016/j.spl.2014.05.011</a>","short":"Y. Feng, Statistics &#38; Probability Letters 92 (2014) 109–113.","bibtex":"@article{Feng_2014, title={Data-driven estimation of diurnal patterns of durations between trades on financial markets}, volume={92}, DOI={<a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">10.1016/j.spl.2014.05.011</a>}, journal={Statistics &#38; Probability Letters}, publisher={Elsevier BV}, author={Feng, Yuanhua}, year={2014}, pages={109–113} }","mla":"Feng, Yuanhua. “Data-Driven Estimation of Diurnal Patterns of Durations between Trades on Financial Markets.” <i>Statistics &#38; Probability Letters</i>, vol. 92, Elsevier BV, 2014, pp. 109–13, doi:<a href=\"https://doi.org/10.1016/j.spl.2014.05.011\">10.1016/j.spl.2014.05.011</a>."},"intvolume":"        92","page":"109-113","year":"2014","publication_status":"published","publication_identifier":{"issn":["0167-7152"]},"doi":"10.1016/j.spl.2014.05.011","title":"Data-driven estimation of diurnal patterns of durations between trades on financial markets","author":[{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"}],"date_created":"2018-10-10T10:34:03Z","volume":92,"publisher":"Elsevier BV","date_updated":"2022-01-06T07:01:14Z"}]