The following pages link to (Q3089394):
Displaying 32 items.
- Dilemmas of robust analysis of economic data streams (Q341800) (← links)
- Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
- From tick data to semimartingales (Q2240473) (← links)
- A minimum distance lack-of-fit test in a Markovian multiplicative error model (Q2241533) (← links)
- High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711) (← links)
- Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data (Q2398977) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- Robust estimation of a high-dimensional integrated covariance matrix (Q2974915) (← links)
- SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
- Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)
- Performance of information criteria for selection of Hawkes process models of financial data (Q4554419) (← links)
- Point and density prediction of intra-day volume using Bayesian linear ACV models: evidence from the Polish stock market (Q4554455) (← links)
- Latency and liquidity provision in a limit order book (Q4555166) (← links)
- Periodic autoregressive conditional duration (Q5030949) (← links)
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (Q5222480) (← links)
- FLEXIBLE STATISTICAL MODELLING OF THE OCCURRENCES OF TRANSCRIPTION FACTOR BINDING SITES ALONG A DNA SEQUENCE (Q5229486) (← links)
- IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)