Pages that link to "Item:Q993813"
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The following pages link to Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813):
Displaying 9 items.
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
- Bayesian inference of asymmetric stochastic conditional duration models (Q5222408) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- Modeling and forecasting persistent financial durations (Q5864631) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
