Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference24 articles.
1. A new look at the statistical model identification;Akaike;IEEE Transactions on Automatic Control,1974
2. A two-state Markov mixture model for a time series for an epileptic seizure counts;Albert;Biometrics,1991
3. Heterogeneous information arrivals and return volatility dynamics: uncovering the long-run in high frequency returns;Andersen,1996
4. Great realisations;Andersen;Risk,2000
5. Separating microstructure noise from volatility;Bandi;Journal of Financial Economics,2006
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献