ADVANCEMENT OF AUTOREGRESSIVE CONDITIONAL DURATION MODELS INVOLVING LIQUIDITY AND PRICE DYNAMICS

Publisher： Cambridge University Press

E-ISSN： 1755-1633|95|3|523-524

ISSN： 0004-9727

Source： Bulletin of the Australian Mathematical Society, Vol.95, Iss.3, 2017-06, pp. : 523-524

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Bayesian Mixtures of Autoregressive Models

By Wood Sally   Rosen Ori   Kohn Robert  

Journal of Computational and Graphical Statistics, Vol. 20, Iss. 1, 2011-01 ,pp. : 174-195

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bootstrapping periodically autoregressive models∗

By Ciołek Gabriela   Potorski Paweł  

ESAIM: Probability and Statistics, Vol. 21, Iss. issue, 2018-01 ,pp. : 394-411

Edp Sciences

Access to resources Recommend Favorite

Branching processes in generalized autoregressive conditional environments

By  

Advances in Applied Probability, Vol. 48, Iss. 4, 2017-01 ,pp. : 1211-1234

Cambridge University Press

Access to resources Recommend Favorite

Parts formulas involving conditional Feynman integrals

By  

Bulletin of the Australian Mathematical Society, Vol. 65, Iss. 3, 2002-06 ,pp. : 353-369

Cambridge University Press

Access to resources Recommend Favorite

Estimating the Innovation Distribution in Nonlinear Autoregressive Models

By Schick A.  

Annals of the Institute of Statistical Mathematics, Vol. 54, Iss. 2, 2002-01 ,pp. : 245-260

Springer Publishing Company

Access to resources Recommend Favorite