The following pages link to (Q2940155):
Displaying 10 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Separating information maximum likelihood method for high-frequency financial data (Q721137) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Multivariate Markov chain modeling for stock markets (Q1873982) (← links)
- Change point dynamics for financial data: an indexed Markov chain approach (Q2000694) (← links)
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
- Modelling Financial High Frequency Data Using Point Processes (Q3646988) (← links)
- Future pricing through homogeneous semi-Markov processes (Q5467288) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
- A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)