Pages that link to "Item:Q3548526"

The following pages link to Estimation of the stochastic conditional duration model via alternative methods (Q3548526):

Displaying 10 items.

• A semiparametric conditional duration model (Q485700) (← links)
• Efficient importance sampling for ML estimation of SCD models (Q961389) (← links)
• Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
• Generalized duration models and optimal estimation using estimating functions (Q2255169) (← links)
• A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
• Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643) (← links)
• The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training (Q4715550) (← links)
• Time-Deformation Modeling of Stock Returns Directed by Duration Processes (Q5080519) (← links)
• Bayesian inference of asymmetric stochastic conditional duration models (Q5222408) (← links)
• (Q5224255) (← links)