Pages that link to "Item:Q2451776"
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The following pages link to The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776):
Displaying 4 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
