Pages that link to "Item:Q485700"
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The following pages link to A semiparametric conditional duration model (Q485700):
Displaying 6 items.
- A simple root-\(N\)-consistent semiparametric estimator for discrete duration models (Q464489) (← links)
- Quantile estimation in ultra-high frequency financial data: a comparison between parametric and semiparametric approach (Q1767007) (← links)
- A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- A new model for interdependent durations (Q4625071) (← links)
- The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training (Q4715550) (← links)