Pages that link to "Item:Q2246711"
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The following pages link to High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711):
Displaying 6 items.
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)
- Parameter estimation via regime switching model for high frequency data (Q4624622) (← links)
- Анализ высоковолатильных рынков с использованием метода Берга и фильтров Чебышева II рода и статистическое моделирование риска убыточнос (Q4960016) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
