Pages that link to "Item:Q2439048"
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The following pages link to The stochastic conditional duration model: a latent variable model for the analysis of financial durations (Q2439048):
Displaying 8 items.
- Shape-constrained semiparametric additive stochastic volatility models (Q5879997) (← 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)
- Efficient data augmentation techniques for some classes of state space models (Q6111471) (← links)
- Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process (Q6125018) (← links)
- Bellman filtering and smoothing for state-space models (Q6193073) (← links)
- Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach (Q6539162) (← links)
- Volatility forecasting using stochastic conditional range model with leverage effect (Q6574620) (← links)
