Pages that link to "Item:Q665816"
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The following pages link to Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816):
Displaying 9 items.
- A new wavelet-based denoising algorithm for high-frequency financial data mining (Q439431) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)
- FINANCIAL MODELS INDUCED FROM AUXILIARY INDICES AND TWITTER DATA (Q5217540) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Fractality of profit landscapes and validation of time series models for stock prices (Q6176837) (← links)
