Pages that link to "Item:Q2633419"

The following pages link to A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419):

Displaying 3 items.

• Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
• Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
• Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)