Pages that link to "Item:Q2453090"

The following pages link to A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090):

Displaying 7 items.

• Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719) (← links)
• Approximate maximum likelihood for complex structural models (Q2106374) (← links)
• The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776) (← links)
• Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)
• Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
• On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)