Pages that link to "Item:Q2691639"
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The following pages link to Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data (Q2691639):
Displaying 3 items.
- Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591) (← links)
- Dissecting skewness under affine jump-diffusions (Q2697094) (← links)
- COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS (Q5111485) (← links)