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CSDA
2010
51views more  CSDA 2010»
13 years 5 months ago
Modeling tick-by-tick realized correlations
Francesco Audrino, Fulvio Corsi
CSDA
2010
67views more  CSDA 2010»
13 years 5 months ago
Order selection tests with multiply imputed data
Fabrizio Consentino, Gerda Claeskens
CSDA
2010
73views more  CSDA 2010»
13 years 5 months ago
Tobit model with covariate dependent thresholds
Yasuhiro Omori, Koji Miyawaki