Pages that link to "Item:Q1025337"
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The following pages link to Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337):
Displayed 6 items.
- Modelling and forecasting wind speed intensity for weather risk management (Q1927127) (← links)
- The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (Q2440157) (← links)
- The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
- Normally distributed high-frequency returns: a subordination approach (Q5001138) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
- Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)