Pages that link to "Item:Q1025337"

The following pages link to Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337):

Displayed 4 items.

• Modelling and forecasting wind speed intensity for weather risk management (Q1927127) ‎ (← links)
• The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (Q2440157) ‎ (← links)
• The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) ‎ (← links)
• Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) ‎ (← links)