Pages that link to "Item:Q262795"

The following pages link to Nonparametric specification tests for conditional duration models (Q262795):

Displaying 38 items.

• A family of autoregressive conditional duration models (Q269391) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• Local multiplicative bias correction for asymmetric kernel density estimators (Q288358) (← links)
• Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Fitting a two phase threshold multiplicative error model (Q515143) (← links)
• Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
• A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
• Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
• Specification diagnostics for duration models. A martingale approach (Q1319000) (← links)
• Nonparametric kernel density estimation near the boundary (Q1623386) (← links)
• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
• Diagnostic checking of Markov multiplicative error models (Q1787720) (← links)
• Clustering of arrivals in queueing systems: autoregressive conditional duration approach (Q2051192) (← links)
• Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
• Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
• Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
• Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
• Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
• Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
• Central limit theorem for asymmetric kernel functionals (Q2501350) (← links)
• SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
• The impact of transaction duration, volume and direction on price dynamics and volatility (Q3169221) (← links)
• Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
• Density estimation using inverse and reciprocal inverse Gaussian kernels (Q4819561) (← links)
• On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
• Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
• Specification tests for nonlinear dynamic models (Q5091815) (← links)
• Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
• Power-law behaviour in time durations between extreme returns (Q5247937) (← links)
• Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data (Q5256277) (← links)
• SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA (Q5389957) (← links)
• LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672) (← links)
• A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
• Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)