Pages that link to "Item:Q3368339"
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The following pages link to Mixture Processes for Financial Intradaily Durations (Q3368339):
Displaying 7 items.
- Econometric analysis of financial trade processes by discrete mixture duration models (Q959753) (← links)
- Regime-switching Pareto distributions for ACD models (Q1010563) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
- JOINT MODELING OF CORRELATED TIME DURATIONS AND THEIR MARKS USING A WEIBULL POISSON MARKED POINT PROCESS MIXTURE MODELS (Q5229414) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- Volatility-Related Exchange Traded Assets: An Econometric Investigation (Q6623211) (← links)