Pages that link to "Item:Q1880662"
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The following pages link to Modelling irregulary spaced financial data. Theory and practice of dynamic duration models. (Q1880662):
Displaying 14 items.
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← links)
- Nonparametric kernel density estimation near the boundary (Q1623386) (← links)
- Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
- Analysing liquidity and absorption limits of electronic markets with volume durations (Q3518375) (← links)
- Point and density prediction of intra-day volume using Bayesian linear ACV models: evidence from the Polish stock market (Q4554455) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- A continuous time Bayesian network classifier for intraday FX prediction (Q5247924) (← links)
- Point-Process Principal Components Analysis via Geometric Optimization (Q5327158) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- Nonparametric likelihood based estimation of linear filters for point processes (Q5963732) (← links)
