Pages that link to "Item:Q282897"
From MaRDI portal
The following pages link to On Fréchet autoregressive conditional duration models (Q282897):
Displaying 11 items.
- A family of autoregressive conditional duration models (Q269391) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- The Birnbaum-Saunders autoregressive conditional duration model (Q991167) (← links)
- Regime-switching Pareto distributions for ACD models (Q1010563) (← links)
- Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (Q1423358) (← links)
- Bounds for the probability distribution function of the linear ACD process (Q1770076) (← links)
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814) (← links)
- On a quantile autoregressive conditional duration model (Q2079346) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
