Pages that link to "Item:Q5944505"
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The following pages link to A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505):
Displayed 4 items.
- Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling (Q5407023) (← links)
- Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (Q5863565) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)