Pages that link to "Item:Q1010563"
From MaRDI portal
The following pages link to Regime-switching Pareto distributions for ACD models (Q1010563):
Displayed 7 items.
- The Birnbaum-Saunders autoregressive conditional duration model (Q991167) (← links)
- Intraday trade and quote dynamics: A Cox regression analysis (Q1013159) (← links)
- On the interday homogeneity in the intraday rate of trading (Q1013160) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Maximum likelihood estimates for positive valued dynamic score models; the DySco package (Q1623506) (← links)
- A family of autoregressive conditional duration models applied to financial data (Q1623666) (← links)
- Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)