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Evaluating financial time series models for irregulary speced data: a spectral density approach
Duchesne, Pierre, (2008)
Weak exogeneity in the financial point processes
Xu, Yongdeng, (2013)
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara, (2016)
Betas versus characteristics : A practical perspective
Nazaire, Gregory, (2020)
Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
Dionne, Georges, (2014)
AUTOREGRESSIVE CONDITIONAL DURATION MODELS IN FINANCE: A SURVEY OF THE THEORETICAL AND EMPIRICAL LITERATURE
Pacurar, Maria, (2008)