Pages that link to "Item:Q1010563"
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The following pages link to Regime-switching Pareto distributions for ACD models (Q1010563):
Displaying 12 items.
- The Birnbaum-Saunders autoregressive conditional duration model (Q991167) (← links)
- Intraday trade and quote dynamics: A Cox regression analysis (Q1013159) (← links)
- On the interday homogeneity in the intraday rate of trading (Q1013160) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Maximum likelihood estimates for positive valued dynamic score models; the DySco package (Q1623506) (← links)
- A family of autoregressive conditional duration models applied to financial data (Q1623666) (← links)
- On a quantile autoregressive conditional duration model (Q2079346) (← links)
- High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711) (← links)
- Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
