Pages that link to "Item:Q665816"
From MaRDI portal
The following pages link to Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816):
Displaying 4 items.
- A new wavelet-based denoising algorithm for high-frequency financial data mining (Q439431) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
