Pages that link to "Item:Q5697321"
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The following pages link to Durations, volume and the prediction of financial returns in transaction time (Q5697321):
Displayed 5 items.
- The split-BREAK model (Q468012) (← links)
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange (Q2869970) (← links)
- Analysing liquidity and absorption limits of electronic markets with volume durations (Q3518375) (← links)
- Cross-correlating wavelet coefficients with applications to high-frequency financial time series (Q5127043) (← links)