Forecasting Online Auctions via Self-Exciting Point Processes-Reference-Cited by-同舟云学术

Forecasting Online Auctions via Self-Exciting Point Processes

Published:2014-09-15 Issue:7 Volume:33 Page:501-514
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Chan Ngai Hang¹,Li Zehang Richard²,Yau Chun Yip¹

Affiliation:

1. Department of Statistics; Chinese University of Hong Kong; Shatin NT Hong Kong

2. Department of Statistics; University of Washington; Seattle WA USA

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2313/fullpdf

Reference31 articles.

1. Understanding auction fever: a framework for emotional bidding;Adam;Electronic Markets,2011

2. Bacry E Dayri K Muzy JF 2011 Non-parametric kernel estimation for symmetric Hawkes processes: application to high frequency financial data

3. The winner's curse, reserve prices, and endogenous entry: empirical insights from eBay auctions;Bajari;RAND Journal of Economics,2003

4. The timing of bid placement and extent of multiple bidding: an empirical investigation using eBay online auctions;Borle;Statistical Science,2006

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