Pages that link to "Item:Q2453090"
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The following pages link to A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090):
Displaying 11 items.
- Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective (Q301208) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719) (← links)
- Approximate maximum likelihood for complex structural models (Q2106374) (← links)
- High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711) (← links)
- The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776) (← links)
- Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
