Pages that link to "Item:Q2486203"
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The following pages link to Some statistical models for durations and an application to News Corporation stock prices (Q2486203):
Displaying 5 items.
- A family of autoregressive conditional duration models (Q269391) (← links)
- Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
- Completion time structures of stock price movements (Q665544) (← links)
- Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
- A review of the modeling development of high frequency time series (Q2919723) (← links)