Pages that link to "Item:Q5123583"
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The following pages link to Time-varying autoregressive conditional duration model (Q5123583):
Displaying 8 items.
- A semiparametric conditional duration model (Q485700) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- (Q3578114) (← links)
- (Q3643767) (← links)
- Periodic autoregressive conditional duration (Q5030949) (← links)
- On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations (Q5222480) (← links)
- Independent Factor Autoregressive Conditional Density Model (Q5863555) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)