Pages that link to "Item:Q723963"
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The following pages link to Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963):
Displaying 11 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
- Change point dynamics for financial data: an indexed Markov chain approach (Q2000694) (← links)
- ROCOF of higher order for semi-Markov processes (Q2101996) (← links)
- Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
- (Q2940155) (← links)
- A Copula-based Markov Reward Approach to the Credit Spread in the European Union (Q5207796) (← links)
- Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)
- A semi-Markovian approach to drawdown-based measures (Q6497556) (← links)
- A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)
- A semi-Markov approach to financial modelling during the COVID-19 pandemic (Q6609933) (← links)
