Pages that link to "Item:Q4588891"
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The following pages link to Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model (Q4588891):
Displaying 6 items.
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- Finite and infinite mixtures for financial durations (Q2002901) (← links)
- Mixture models in econometric duration analysis (Q4827956) (← links)
- Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non–Exponentials (Q5114083) (← links)
- Inverse Gaussian Distribution for Modeling Conditional Durations in Finance (Q5415862) (← links)
- A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series (Q5881673) (← links)