Pages that link to "Item:Q4676999"
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The following pages link to Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations (Q4676999):
Displaying 9 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Heterogeneous INAR(1) model with application to car insurance (Q868313) (← links)
- Negative autocorrelation around large jumps in intra-day foreign exchange data (Q1389584) (← links)
- Wavelets-based estimation of nonlinear canonical analysis (Q1933355) (← links)
- Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← links)
- Numerical and theoretical considerations for sensitivity calculation of discontinuous flow (Q2503467) (← links)
- Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data (Q4619496) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
