Pages that link to "Item:Q959753"
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The following pages link to Econometric analysis of financial trade processes by discrete mixture duration models (Q959753):
Displaying 14 items.
- A semiparametric conditional duration model (Q485700) (← links)
- Regime-switching Pareto distributions for ACD models (Q1010563) (← links)
- Finite and infinite mixtures for financial durations (Q2002901) (← links)
- Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694) (← links)
- The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)
- The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
- Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model (Q4588891) (← links)
- Periodic autoregressive conditional duration (Q5030949) (← links)
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non–Exponentials (Q5114083) (← links)
- JOINT MODELING OF CORRELATED TIME DURATIONS AND THEIR MARKS USING A WEIBULL POISSON MARKED POINT PROCESS MIXTURE MODELS (Q5229414) (← links)
- A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series (Q5881673) (← links)
- On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
