Pages that link to "Item:Q2251694"
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The following pages link to Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694):
Displaying 6 items.
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Modeling financial durations using penalized estimating functions (Q1615270) (← links)
- Inference on common intraday periodicity at high frequencies (Q2081769) (← links)
- The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
- On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (Q5222480) (← links)
- Detecting Intraday Periodicities with Application to High Frequency Exchange Rates (Q5757826) (← links)