Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2014.05.011
+Normal rank
@@ Property / OpenAlex ID @@
+W2013338290
@@ Property / OpenAlex ID: W2013338290 / rank @@
+Normal rank
@@ Property / cites work @@
+LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
@@ Property / cites work: LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION / rank @@
+Normal rank
@@ Property / cites work @@
+A Kernel Method for Smoothing Point Process Data
@@ Property / cites work: A Kernel Method for Smoothing Point Process Data / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
+Normal rank
@@ Property / cites work @@
+Efficient estimation of conditional variance functions in stochastic regression
+Normal rank
@@ Property / cites work @@
+SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
+Normal rank
@@ Property / cites work @@
+A Flexible and Fast Method for Automatic Smoothing
+Normal rank
@@ Property / cites work @@
+Q3089394
@@ Property / cites work: Q3089394 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional data analysis for point processes with rare events
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2251694