Pages that link to "Item:Q3181946"
From MaRDI portal
The following pages link to CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY (Q3181946):
Displaying 8 items.
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813) (← links)
- Component ACD model and its application in studying the price-related feedback effect in investor trading behaviors in Chinese stock market (Q1794298) (← links)
- Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
