Pages that link to "Item:Q2453090"
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The following pages link to A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090):
Displayed 4 items.
- Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719) (← 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)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
