Pages that link to "Item:Q3169221"
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The following pages link to The impact of transaction duration, volume and direction on price dynamics and volatility (Q3169221):
Displaying 3 items.
- Intraday value-at-risk: an asymmetric autoregressive conditional duration approach (Q888338) (← links)
- Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
