Pages that link to "Item:Q5452767"
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The following pages link to A Smooth Transition Autoregressive Conditional Duration Model (Q5452767):
Displayed 5 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)
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814) (← links)
- On a quantile autoregressive conditional duration model (Q2079346) (← links)