BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE (Q4675834): Difference between revisions

@@ Property / cites work @@
+The Econometrics of Ultra-high-frequency Data
@@ Property / cites work: The Econometrics of Ultra-high-frequency Data / rank @@
+Normal rank
@@ Property / cites work @@
+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
+Normal rank
@@ Property / cites work @@
+Q5726065
@@ Property / cites work: Q5726065 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak limit theorems for stochastic integrals and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering
+Normal rank
@@ Property / cites work @@
+Estimating Stochastic Volatility via Filtering for the Micromovement of Asset Prices
+Normal rank
@@ Property / cites work @@
+A nonlinear autoregressive conditional duration model with applications to financial transaction data
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024905002883
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@@ Property / OpenAlex ID @@
+W2027158222
@@ Property / OpenAlex ID: W2027158222 / rank @@
+Normal rank