Found 7 Documents (Results 1–7)
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (English) Zbl 1452.62929
Volatility-related exchange traded assets: an econometric investigation. (English) Zbl 07930755
MSC:
62P20
Joint modeling of correlated time durations and their marks using a Weibull-Poisson marked point process mixture models. (English) Zbl 1422.62283
A goodness-of-fit test for a class of autoregressive conditional duration models. (English) Zbl 1491.62122
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