---
_id: '4605'
author:
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
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>
  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>
  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} }'
  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>.'
  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.
  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>.
  short: Y. Feng, Statistics &#38; Probability Letters 92 (2014) 109–113.
date_created: 2018-10-10T10:34:03Z
date_updated: 2022-01-06T07:01:14Z
department:
- _id: '206'
doi: 10.1016/j.spl.2014.05.011
intvolume: '        92'
language:
- iso: eng
page: 109-113
publication: Statistics & Probability Letters
publication_identifier:
  issn:
  - 0167-7152
publication_status: published
publisher: Elsevier BV
status: public
title: Data-driven estimation of diurnal patterns of durations between trades on financial
  markets
type: journal_article
user_id: '10075'
volume: 92
year: '2014'
...