article published Yuanhua Feng author 20760 206 department Elsevier BV2014 eng 0167-715210.1016/j.spl.2014.05.011 92109-113 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>. 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. 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> @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} } 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>. Y. Feng, Statistics &#38; Probability Letters 92 (2014) 109–113. 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> 46052018-10-10T10:34:03Z2022-01-06T07:01:14Z