Pages that link to "Item:Q3174924"
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The following pages link to Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924):
Displaying 3 items.
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
- Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models (Q6581588) (← links)
