1. A beta prime ARMA model for positive time series. (2025). Almohaimeed, Bader ; Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim.
   In: MPRA Paper.
   RePEc:pra:mprapa:123873.

   Full description at Econpapers || Download paper

2. Information and the arrival rate of option trading volume. (2022). Verousis, Thanos ; Zhang, Mengyu ; Kalaitzoglou, Iordanis.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644.

   Full description at Econpapers || Download paper

3. Stationarity and ergodicity of Markov switching positive conditional mean models. (2022). Francq, Christian ; Aknouche, Abdelhakim.
   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:43:y:2022:i:3:p:436-459.

   Full description at Econpapers || Download paper

4. Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim.
   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29.

   Full description at Econpapers || Download paper

5. Stationarity and ergodicity of Markov switching positive conditional mean models. (2020). Francq, Christian ; Aknouche, Abdelhakim.
   In: MPRA Paper.
   RePEc:pra:mprapa:102503.

   Full description at Econpapers || Download paper

6. Periodic autoregressive conditional duration. (2020). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim.
   In: MPRA Paper.
   RePEc:pra:mprapa:101696.

   Full description at Econpapers || Download paper

7. A Semiparametric Conditional Duration Model. (2014). Ullah, Aman ; Wang, Yun ; Long, Xiangdong ; Dungey, Mardi.
   In: Working Papers.
   RePEc:ucr:wpaper:201408.

   Full description at Econpapers || Download paper

8. A semiparametric conditional duration model. (2014). Ullah, Aman ; Wang, Yun ; Long, Xiangdong ; Dungey, Mardi.
   In: Economics Letters.
   RePEc:eee:ecolet:v:124:y:2014:i:3:p:362-366.

   Full description at Econpapers || Download paper

9. Trading patterns in the European carbon market: The role of trading intensity and OTC transactions. (2013). Kalaitzoglou, Iordanis ; Ibrahim, Boulis Maher.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:53:y:2013:i:4:p:402-416.

   Full description at Econpapers || Download paper

10. Does order flow in the European Carbon Futures Market reveal information?. (2013). Kalaitzoglou, Iordanis ; Ibrahim, Boulis M..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:604-635.

    Full description at Econpapers || Download paper

11. Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market. (2012). .
    In: Working Papers.
    RePEc:tas:wpaper:10451.

    Full description at Econpapers || Download paper

12. Does Order Flow in the European Carbon Allowances Market Reveal Information?. (2010). Kalaitzoglou, Iordanis ; Ibrahim, Boulis Maher.
    In: CFI Discussion Papers.
    RePEc:hwe:cfidps:1003.

    Full description at Econpapers || Download paper

1. Böhning, D. ; Dietz, E. ; Schaub, R. ; Schlattman, ; Lindsay, B.G. The distribution of the likelihood ratio of mixtures of densities from the one-parameter exponential family. 1994 Annals of the Institute of Statistical Mathematics. 46 373-388
   Paper not yet in RePEc: Add citation now
   
2. Bauwens, L. ; Giot, P. The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks. 2002 Annales d’Economie et Statistique. 60 117-149
   Paper not yet in RePEc: Add citation now
   

3. Bauwens, L. ; Giot, P. ; Grammig, J. ; Veredas, D. A comparison of financial duration models via density forecasts. 2004 International Journal of Forecasting. 20 589-609

4. Bauwens, L. ; Veredas, D. The stochastic conditional duration model: a latent variable model for the analysis of financial durations. 2004 Journal of Econometrics. 119 381-412

5. Bessec, M. ; Bouabdallah, O. What causes the forecasting failure of Markov-switching models? A Monte Carlo study. 2005 Studies in Nonlinear Dynamics and Econometrics. 9 1-24

6. Burr, I.W. Cumulative frequency functions. 1942 Annals of Mathematical Statistics. 13 215-232
   Paper not yet in RePEc: Add citation now
   
7. Buse, A. The likelihood ratio, Wald and Lagrange multiplier tests: an expository note. 1982 American Statistician. 36 153-157
   Paper not yet in RePEc: Add citation now
   

8. De Luca, G. ; Gallo, G.M. Mixture processes for financial intradaily durations. 2004 Studies in Nonlinear Dynamics & Econometrics. 8 1-18

9. De Luca, G. ; Zuccolotto, P. Finite and infinite mixtures for financial durations. 2003 Metron—International Journal of Statistics LXI. 431-456

10. Dempster, A.P. ; Laird, N.M. ; Rubin, D.B. Maximum likelihood from incomplete data via the EM algorithm. 1977 Journal of the Royal Statistical Society. 39 1-38
    Paper not yet in RePEc: Add citation now
    

11. Diamond, D. ; Verrecchia, R. Constraints on short-selling and asset price adjustments to private information. 1987 Journal of Financial Economics. 18 277-311

12. Diebold, F.X. ; Gunther, T.A. ; Tay, A.S. Evaluating density forecasts with applications to financial risk management. 1998 International Economic Review. 39 863-883

13. Dufour, A. ; Engle, R.E. Time and the price impact of a trade. 2000 Journal of Finance. 55 2467-2498

14. Easley, D. ; Kiefer, N. ; O’Hara, M. ; Paperman, J.P. Liquidity, information and infrequently traded stocks. 1996 Journal of Finance. 51 1405-1436

15. Engle, R.F. ; Russell, J.R. Autoregressive conditional duration: a new model for irregularly spaced transaction data. 1998 Econometrica. 66 1127-1162

16. Engle, R.F. ; Russell, J.R. Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model. 1997 Journal of Empirical Finance. 4 187-212

17. Eubank, R.L. ; Speckman, P. Curve fitting by polynomial–trigometric regression. 1990 Biometrica. 77 1-9
    Paper not yet in RePEc: Add citation now
    

18. Fernandes, M., Grammig, J., 2001. A family of autoregressive conditional duration models. Discussion paper, CORE.

19. Francq, C. ; Zakoı¨an, J.-M. Stationarity of multivariate Markov-switching ARMA models. 2001 Journal of Econometrics. 102 339-364

20. Gallant, A.R. On the bias in flexible functional forms and an essentially unbiased form. 1981 Journal of Econometrics. 15 211-245

21. Ghysels, E. ; Gouriéroux, C. ; Jasiak, J. Stochastic volatility duration models. 2004 Journal of Econometrics. 119 413-433

22. Grammig, J., Maurer, K.M., June 2000. Non-monotonic hazard functions and the autoregressive conditional duration model. The Econometrics Journal 3(1), 16–38.

23. Hamilton, J.D. A new approach to the economic analysis of nonstationary time series and the business cycle. 1989 Econometrica. 57 357-384

24. Hamilton, J.D. Time Series Analysis. 1994 Princeton University Press: Princeton, NJ
    Paper not yet in RePEc: Add citation now
    
25. Hautsch, N., 2002. Modelling intraday trading activity using box–cox ACD models. Technical report, University of Konstanz.
    Paper not yet in RePEc: Add citation now
    
26. Hujer, R., Kokot, S., Vuletić, S., 2003. Comparison of MSACD models. Johann Wolfgang Goethe University, Frankfurt/Main.
    Paper not yet in RePEc: Add citation now
    
27. Hujer, R., Vuletić, S., Kokot, S., 2002. The Markov switching ACD model. Working Paper Series: Finance and Accounting 90, University of Frankfurt/Main.
    Paper not yet in RePEc: Add citation now
    

28. Kim, C.-J. Dynamic linear models with Markov-switching. 1994 Journal of Econometrics. 60 1-22

29. Kokot, S. The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data. 2004 Springer: Berlin
    Paper not yet in RePEc: Add citation now
    

30. Lee, C.M.C. ; Ready, M.J. Inferring trade direction from intraday data. 1991 Journal of Finance. 46 733-746

31. Leroux, B.G. Consistent estimation of a mixing distribution. 1992 The Annals of Statistics. 20 1350-1360
    Paper not yet in RePEc: Add citation now
    
32. Lindsay, B.G. ; Roeder, K. Residual diagnostics for mixture models. 1992 Journal of the American Statistical Association. 87 785-794
    Paper not yet in RePEc: Add citation now
    
33. Liu, Y., Hong, Y., Wang, S., 2004. How well can autoregressive duration models capture the price durations dynamics of foreign exchanges. Technical Report 2004007 EN, The China Center for Financial Research, Tsinhghua University.
    Paper not yet in RePEc: Add citation now
    
34. Ljung, G.M. ; Box, G.E.P. On a measure of lack of fit in time series models. 1978 Biometrica. 65 297-303
    Paper not yet in RePEc: Add citation now
    
35. Lunde, A., 1999. A Generalized Gamma Autoregressive Conditional Duration Model. Department of Economics, Politics and Public Administration, Aalborg University, Denmark.
    Paper not yet in RePEc: Add citation now
    

36. Madhavan, A. Market microstructure: a survey. 2000 Journal of Financial Markets. 3 205-258

37. Pringent, J.-L., Renault, E., Scaillet, O., 1999. An autoregressive conditional binomial option pricing model. Université de Cergy-Pontoise CREST and Université Catholique de Louvain.

38. Rosenblatt, M. Remarks on a multivariate transformation. 1952 Annals of Mathematical Statistics. 23 470-472
    Paper not yet in RePEc: Add citation now
    
39. Schwarz, G. Estimating the dimension of a model. 1978 Annals of Statistics. 6 461-464
    Paper not yet in RePEc: Add citation now
    

40. Veredas, D., Rodriguez-Poo, J., Espasa, A., 2002. On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach. Discussion Paper 23, CORE, Université Catholique de Louvain.

41. White, H. Maximum likelihood estimation of misspecified models. 1982 Econometrica. 50 1-25

42. Zhang, M.Y. ; Russell, J.R. ; Tsay, R.S. A nonlinear autoregressive conditional duration model with applications to financial transaction data. 2001 Journal of Econometrics. 104 179-207

1. Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2024). Blasques, Francisco ; Hol, Vladim'Ir ; Tomanov, Petra.
   In: Papers.
   RePEc:arx:papers:1812.07318.

   Full description at Econpapers || Download paper

2. A Generic Methodology for the Statistically Uniform & Comparable Evaluation of Automated Trading Platform Components. (2022). Arnaboldi, Luca ; Sokolovsky, Artur.
   In: Papers.
   RePEc:arx:papers:2009.09993.

   Full description at Econpapers || Download paper

3. Clustering of arrivals in queueing systems: autoregressive conditional duration approach. (2021). Hol, Vladimir ; Tomanova, Petra.
   In: Central European Journal of Operations Research.
   RePEc:spr:cejnor:v:29:y:2021:i:3:d:10.1007_s10100-021-00744-7.

   Full description at Econpapers || Download paper

4. Market and Liquidity Risks Using Transaction-by-Transaction Information. (2021). Segovia San Juan, Ana Isabel ; GONZALEZ SANCHEZ, MARIANO ; Gonzalez-Sanchez, Mariano ; Ibaez, Eva M.
   In: Mathematics.
   RePEc:gam:jmathe:v:9:y:2021:i:14:p:1678-:d:595865.

   Full description at Econpapers || Download paper

5. Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. (2021). Sosvilla-Rivero, Simon ; Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V ; Gomez-Deniz, Emilio.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:79:y:2021:i:c:p:151-160.

   Full description at Econpapers || Download paper

6. Bootstrap based probability forecasting in multiplicative error models. (2021). Silvapulle, Mervyn J ; Perera, Indeewara.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:221:y:2021:i:1:p:1-24.

   Full description at Econpapers || Download paper

7. Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng.
   In: Papers.
   RePEc:arx:papers:2111.02300.

   Full description at Econpapers || Download paper

8. Modeling time series when some observations are zero. (2020). Harvey, Andrew ; Ito, Ryoko.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:214:y:2020:i:1:p:33-45.

   Full description at Econpapers || Download paper

9. Point forecasting of intraday volume using Bayesian autoregressive conditional volume models. (2019). Huptas, Roman.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:38:y:2019:i:4:p:293-310.

   Full description at Econpapers || Download paper

10. Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2019). Blasques, Francisco ; Holy, Vladimir ; Tomanova, Petra.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20190004.

    Full description at Econpapers || Download paper

11. Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data. (2019). Saulo, Helton ; Leiva, Victor ; Aykroyd, Robert G ; Leo, Jeremias.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:60:y:2019:i:5:d:10.1007_s00362-017-0888-6.

    Full description at Econpapers || Download paper

12. “Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”. (2019). Sosvilla-Rivero, Simon ; Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge ; Gomez-Deniza, Emilio.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201907.

    Full description at Econpapers || Download paper

13. Estimation of Dynamic Mixed Hitting Time Model Using Characteristic Function Based Moments. (2018). Ekaputra, Irwan ; Husodo, Zaafri Ananto ; Purwono, Yogo.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9692-6.

    Full description at Econpapers || Download paper

14. A methodology for stochastic inventory modelling with ARMA triangular distribution for new products. (2017). Liu, Shaofeng ; Rojas, Fernando.
    In: Cogent Business & Management.
    RePEc:taf:oabmxx:v:4:y:2017:i:1:p:1270706.

    Full description at Econpapers || Download paper

15. Modeling time series with zero observations. (2017). Harvey, Andrew ; Ito, Ryoko.
    In: Economics Papers.
    RePEc:nuf:econwp:1701.

    Full description at Econpapers || Download paper

16. The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach. (2016). Huptas, Roman.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:8:y:2016:i:1:p:1-20.

    Full description at Econpapers || Download paper

17. The role of volume in order book dynamics: a multivariate Hawkes process analysis. (2016). Rambaldi, Marcello ; Lillo, Fabrizio ; Bacry, Emmanuel.
    In: Papers.
    RePEc:arx:papers:1602.07663.

    Full description at Econpapers || Download paper

18. On inter-arrival times of bond market extreme events. An application to seven European markets. (2015). Venetis, Ioannis ; Siakoulis, Vasileios.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:39:y:2015:i:4:p:717-741.

    Full description at Econpapers || Download paper

19. Modeling bank default intensity in the USA using autoregressive duration models. (2015). Siakoulis, Vasilios .
    In: MPRA Paper.
    RePEc:pra:mprapa:64526.

    Full description at Econpapers || Download paper

20. Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes. (2015). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:123-139.

    Full description at Econpapers || Download paper

21. Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach. (2015). Tse, Yiu-Kuen ; Liu, Shouwei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:2:p:437-446.

    Full description at Econpapers || Download paper

22. A misspecification test for multiplicative error models of non-negative time series processes. (2015). Saart, Patrick ; GAO, Jiti ; Kim, Namhyun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:2:p:346-359.

    Full description at Econpapers || Download paper

23. Modeling Intraday Stochastic Volatility and Conditional Duration Contemporaneously with Regime Shifts. (2014). Trojan, Sebastian .
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2014:25.

    Full description at Econpapers || Download paper

24. Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes. (2014). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine ; and Philip Hans Franses, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140067.

    Full description at Econpapers || Download paper

25. Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market. (2014). Huptas, Roman.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:6:y:2014:i:4:p:237-273.

    Full description at Econpapers || Download paper

26. The dynamic mixed hitting-time model for multiple transaction prices and times. (2014). Renault, Eric ; Werker, Bas J. M., ; van der Heijden, Thijs.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:2:p:233-250.

    Full description at Econpapers || Download paper

27. A semiparametric conditional duration model. (2014). Ullah, Aman ; Wang, Yun ; Long, Xiangdong ; Dungey, Mardi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:124:y:2014:i:3:p:362-366.

    Full description at Econpapers || Download paper

28. Maximum likelihood estimates for positive valued dynamic score models; The DySco package. (2014). Andres, Philipp.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:34-42.

    Full description at Econpapers || Download paper

29. Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange. (2014). Rouetbi, Emna ; Mamoghli, Chokri .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2014-04-18.

    Full description at Econpapers || Download paper

30. Value at risk forecasts by extreme value models in a conditional duration framework. (2013). Herrera, Rodrigo ; Schipp, Bernhard.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:23:y:2013:i:c:p:33-47.

    Full description at Econpapers || Download paper

31. GARCH models without positivity constraints: Exponential or log GARCH?. (2013). Zakoian, Jean-Michel ; Wintenberger, Olivier ; Francq, Christian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:1:p:34-46.

    Full description at Econpapers || Download paper

32. Dynamic Models for Volatility and Heavy Tails. (2013). Harvey, Andrew C.
    In: Cambridge Books.
    RePEc:cup:cbooks:9781107034723.

    Full description at Econpapers || Download paper

33. On the intraday periodicity duration adjustment of high-frequency data. (2012). Wu, Zhengxiao.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:282-291.

    Full description at Econpapers || Download paper

34. Shrinkage estimation of semiparametric multiplicative error models. (2011). Gallo, Giampiero ; Brownlees, Christian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:365-378.

    Full description at Econpapers || Download paper

35. Shrinkage estimation of semiparametric multiplicative error models. (2011). Gallo, Giampiero ; Brownlees, Christian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:2:p:365-378.

    Full description at Econpapers || Download paper

36. A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data. (2010). McCabe, Brendan ; Martin, Gael ; Freeland, Keith ; Brendan P. M. McCabe, .
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2010-2.

    Full description at Econpapers || Download paper

37. Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:2:p:216-230.

    Full description at Econpapers || Download paper

38. Oil prices -- Brownian motion or mean reversion? A study using a one year ahead density forecast criterion. (2010). Meade, Nigel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1485-1498.

    Full description at Econpapers || Download paper

39. Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. (2009). Allen, David ; Lazarov, Zdravetz ; Peiris, Shelton.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:79:y:2009:i:8:p:2535-2555.

    Full description at Econpapers || Download paper

40. On the interday homogeneity in the intraday rate of trading. (2009). Bhatti, Chad R..
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:79:y:2009:i:7:p:2250-2257.

    Full description at Econpapers || Download paper

41. Implied Volatility with Time-Varying Regime Probabilities. (2008). Lanne, Markku ; Ahoniemi, Katja.
    In: MPRA Paper.
    RePEc:pra:mprapa:23721.

    Full description at Econpapers || Download paper

42. An empirical model for durations in stocks. (2007). .
    In: Annals of Finance.
    RePEc:kap:annfin:v:3:y:2007:i:2:p:241-255.

    Full description at Econpapers || Download paper

43. Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Risk Management since October 2003; see Bao et al. (2004).. (2007). Saltoğlu, Burak ; Lee, Tae Hwy ; Bao, Yong ; Burak Saltoğlu, .
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:26:y:2007:i:3:p:203-225.

    Full description at Econpapers || Download paper

44. Multivariate autoregressive modeling of time series count data using copulas. (2007). Heinen, Andréas ; Rengifo, Erick.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:564-583.

    Full description at Econpapers || Download paper

45. Testing the Markov property with high frequency data. (2007). Fernandes, Marcelo ; Amaro de Matos, João.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:1:p:44-64.

    Full description at Econpapers || Download paper

46. Financial econometric analysis at ultra-high frequency: Data handling concerns. (2006). Gallo, Giampiero ; Brownlees, Christian.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2006:i:4:p:2232-2245.

    Full description at Econpapers || Download paper

47. Bayesian analysis of the stochastic conditional duration model. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:50:y:2006:i:9:p:2247-2267.

    Full description at Econpapers || Download paper

48. Tests in contingency tables as regression tests. (2006). Anatolyev, Stanislav ; Kosenok, Grigory.
    In: Working Papers.
    RePEc:abo:neswpt:w0075.

    Full description at Econpapers || Download paper

49. Trade intensity in the Russian stock market:dynamics, distribution and determinants. (2006). Anatolyev, Stanislav ; Shakin, Dmitry.
    In: Working Papers.
    RePEc:abo:neswpt:w0070.

    Full description at Econpapers || Download paper

50. Testing weak exogeneity in the exponential family : an application to financial point processes. (2004). Veredas, David ; Dolado, Juan ; Rodriguez-Poo, Juan.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2004049.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 20:28:15 || Missing content? Let us know