Pages that link to "Item:Q5944504"
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The following pages link to A generalized bivariate mixture model for stock price volatility and trading volume (Q5944504):
Displaying 13 items.
- Trading volume in financial markets: an introductory review (Q508275) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows (Q1676386) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Theoretical and empirical analysis of trading activity (Q2189447) (← links)
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- A nonparametric test of the mixture-of-distributions model (Q4647259) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- Using information quality for volatility model combinations (Q4683043) (← links)
- Concurrent processing of heteroskedastic vector-valued mixture density models (Q5123643) (← links)
- A unified minorization-maximization approach for estimation of general mixture models (Q6576557) (← links)
