Pages that link to "Item:Q2574142"
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The following pages link to Econometric modelling of stock market intraday activity. (Q2574142):
Displaying 18 items.
- Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349) (← links)
- Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
- Efficient importance sampling for ML estimation of SCD models (Q961389) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes (Q1409101) (← links)
- Nonlinear least squares estimation of Log-ACD models (Q1782029) (← links)
- Analyzing and forecasting financial series with singular spectral analysis (Q2172582) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
- The stochastic conditional duration model: a latent variable model for the analysis of financial durations (Q2439048) (← links)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
- SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
- Mixed effect models for absolute log returns of ultra high frequency data (Q3439758) (← links)
- Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (Q3615080) (← links)
- Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Model‐based quantification of the volatility of options at transaction level with extended count regression models (Q5430333) (← links)
