Pages that link to "Item:Q6108882"
From MaRDI portal
The following pages link to Copula estimation for nonsynchronous financial data (Q6108882):
Displaying 8 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- (Q3412547) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- (Q5143634) (← links)
- (Q5256010) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)