Pages that link to "Item:Q1615270"
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The following pages link to Modeling financial durations using penalized estimating functions (Q1615270):
Displaying 5 items.
- Editorial for the special issue on high-dimensional and functional data analysis (Q1615257) (← links)
- Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694) (← links)
- The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (Q2440157) (← links)
- Structural break detection in financial durations (Q4627118) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)