Pages that link to "Item:Q1425809"
From MaRDI portal
The following pages link to Modelling the impact of open volume on inter-trade autoregressive durations (Q1425809):
Displaying 6 items.
- Quantile estimation in ultra-high frequency financial data: a comparison between parametric and semiparametric approach (Q1767007) (← links)
- Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
- A review of the modeling development of high frequency time series (Q2919723) (← links)
- The impact of transaction duration, volume and direction on price dynamics and volatility (Q3169221) (← links)
- The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
- The Econometrics of Ultra-high-frequency Data (Q4799851) (← links)