Pages that link to "Item:Q2712145"
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The following pages link to A modelling framework for the prices and times of trades made of the New York stock exchange (Q2712145):
Displaying 18 items.
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- Some recent theory for autoregressive count time series (Q1936528) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Mixing properties of non-stationary INGARCH(1, 1) processes (Q2073232) (← links)
- Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Inference for a class of partially observed point process models (Q2393149) (← links)
- Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes (Q2464245) (← links)
- Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks (Q2892976) (← links)
- Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data (Q4970705) (← links)
- Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
- Retrospective Bayesian outlier detection in INGARCH series (Q5962745) (← links)
- Nonlinear Poisson autoregression and nonlinear Hawkes processes (Q6098998) (← links)
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
