Pages that link to "Item:Q5415909"
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The following pages link to EGARCH Model with Weighted Liquidity (Q5415909):
Displaying 4 items.
- ARCH model and fractional Brownian motion (Q1698250) (← links)
- Tackling boundary effects in nonparametric estimation of intra-day liquidity measures (Q1855636) (← links)
- On the ARCH model with stationary liquidity (Q2227202) (← links)
- Parameter estimation in the ARCH model with weighted liquidity (Q2806715) (← links)