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):
Displayed 3 items.
- 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)