Pages that link to "Item:Q2227202"
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The following pages link to On the ARCH model with stationary liquidity (Q2227202):
Displaying 4 items.
- On the computation of LOT liquidity measure (Q1667885) (← links)
- Note on AR(1)-characterisation of stationary processes and model fitting (Q2326539) (← links)
- Parameter estimation in the ARCH model with weighted liquidity (Q2806715) (← links)
- EGARCH Model with Weighted Liquidity (Q5415909) (← links)