Daily Volatility Modelling Using Ultra-High Frequency Data

P. [1-5] [5]

• Chapitres du même volume (disponibles individuellement)

  • Preface
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  • Contents
    Obtenir le chapitre
  • Index of Authors
    Obtenir le chapitre
  • A Censored Point Process Model for Extreme Volcanic Eruptions
    Obtenir le chapitre
  • Marginal Moels
    Obtenir le chapitre
  • Generalized Linear Latent and Mixed Models with Composite Links and Exploded Likelihood
    Obtenir le chapitre
  • Statistical Analysis of Replicated Microarray Time Series Data
    Obtenir le chapitre
  • Model Selection for Regression Analyses with Missing Data
    Obtenir le chapitre
  • A Computationally Tractable Multivariate Random Effects Model for Clustered Binary Data
    Obtenir le chapitre
  • Localizing Clusters in Space-Time Point Process Data
    Obtenir le chapitre
  • Parametric and Semi-Parametric Approaches in the Analysis of Short-Term Effects of Air Pollution on Health
    Obtenir le chapitre
  • Distributional Results for FDR
    Obtenir le chapitre
  • Pairwise Likelihood for Generalized Linear Models with Crossed Random Effects
    Obtenir le chapitre
  • Linking Gene-Expression Experiments with Survival-Time Data
    Obtenir le chapitre
  • Rank Tests of Conditional Independence for Continuous Variables
    Obtenir le chapitre
  • Investigating Gene-Specific Variance via Bayesian Hierarchical Modelling
    Obtenir le chapitre
  • On the Clustering Term in Ecological Analysis
    Obtenir le chapitre
  • Bayesan Focused Clustering for a Case-Control Study on Lung Cancer in Trieste
    Obtenir le chapitre
  • Imputing Missing Phenotypes
    Obtenir le chapitre
  • Conditional Akaike Information for Mixed Effects Models
    Obtenir le chapitre
  • Measuring Noncompliance in Insurance Benefit Regulations with Randomized Response Methods for Multiple Items
    Obtenir le chapitre
  • Confidence Intervals for the Variance of Random-Effects Linear Models
    Obtenir le chapitre
  • Geoadditive Survivals Models
    Obtenir le chapitre
  • Statistical Models for Market Segmentation
    Obtenir le chapitre
  • Models of Double Monotone Dependence for Two Way Contingency Tables
    Obtenir le chapitre
  • Non-parametric Estimation of an Intervention Effect with Staggered Intervention Times
    Obtenir le chapitre
  • Exploratory Analysis of Epidemiological Time Series by Means of Transfer Function Models
    Obtenir le chapitre
  • Efficient Smoothing of D-Dimensional Arrays
    Obtenir le chapitre
  • Assessment of Variance Components in Elliptical Linear Mixed Models
    Obtenir le chapitre
  • Modelling Financial Durations between Price Movements
    Obtenir le chapitre
  • Wavelet Analysis of Electrical Signals Obtained from Experimental Design
    Obtenir le chapitre
  • The Shifted Warped Normal Model for Mortality
    Obtenir le chapitre
  • Structured Additive Regression for Multicategorical Space-Time Data
    Obtenir le chapitre
  • Analyzing Plaid Designs Using Mixed Models
    Obtenir le chapitre
  • Model Building and Interpretation of Ordinal Multilevel Random Effects Models with Exogeneity and Endogeneity
    Obtenir le chapitre
  • Bayesian Techniques for Modelling Volcanic Processes
    Obtenir le chapitre
  • Bayesian Analysis of Transmission Dynamics of Experimental Epidemics
    Obtenir le chapitre
  • Weighted Estimation of Variance Components and Fixed Effects in Small Area Models
    Obtenir le chapitre
  • A Polytomous Response Multilevel Model with a non Ignorable Selection Mechanism
    Obtenir le chapitre
  • Joint Modelling of Cluster Size and Binary and Continuous Outcomes
    Obtenir le chapitre
  • Overdispersion in Wadley's Problem
    Obtenir le chapitre
  • Model Selection for P-Spline Smoothing Using Akaike Information Criteria
    Obtenir le chapitre
  • A Bayesian Accelerated Failure Time Model with a Normal Mixture as an Error Distribution
    Obtenir le chapitre
  • This Misclassification SIMEX
    Obtenir le chapitre
  • Statistical Inference for Data Files That Are Computer Linked
    Obtenir le chapitre
  • Advances in Covariance Modelling
    Obtenir le chapitre
  • Nonparametric Modelling of Longitudinal Data
    Obtenir le chapitre
  • Quasi-Monte Carlo Estimation in Generalized Linear Mixed Models
    Obtenir le chapitre
  • Modelling Covariance Structures in Generalized Estimating Equations for Longitudinal Data
    Obtenir le chapitre
  • Count Distributions with Mixed Poisson Random Effects
    Obtenir le chapitre
  • Improving the Relevance Vector Machine Under Covariate Measurement Error
    Obtenir le chapitre
  • Class Prediction and Gene Selection for DNA Microarrays Using Sliced Inverse Regression
    Obtenir le chapitre
  • Is the Gene Between the Two Markers or Not?
    Obtenir le chapitre
  • Bayesian Covariance and Variable Selection for Explaining Consumer Behaviour
    Obtenir le chapitre
  • Hierarchical Bayesian Modelling of Spatial Interactions of Gene Expression on Tubercolosis Genome
    Obtenir le chapitre
  • Multivariate Linear Model for Selection of Oilseed Rape Genotypes
    Obtenir le chapitre
  • Mixed Model for Studying the Stability of Phenotypic Gene Effects
    Obtenir le chapitre
  • Split-Plot x Split-Block Type Three Factor Designs
    Obtenir le chapitre
  • Optimization of Fiber Tracking in Human Brain Mapping
    Obtenir le chapitre
  • Estimates of the Short Term Effects of ir Pollution in Italy Using Alternative Modelling Techniques
    Obtenir le chapitre
  • A Multivariate Latent Markov Model for the Analysis of Criminal Trajectories
    Obtenir le chapitre
  • Application of the Modified Profile Likelihood in Stratified Models
    Obtenir le chapitre
  • Analysis of Breast Cancer Survival Data with Missing Information on Stage of Disease and Cause of Death
    Obtenir le chapitre
  • A Split-Plot Analysis for Microarray Experiments
    Obtenir le chapitre
  • Comparison Between the Parametric Mixing Distribution with Moverstayer Model and the Nonparametric Mixing Distribution for the Analysis of Tower London Data
    Obtenir le chapitre
  • PH and Non-PH Frailty Models for Multivariate Survival Data
    Obtenir le chapitre
  • Assessing Reliability and Agreement of Repeated Measurements by Hierarchical Modeling
    Obtenir le chapitre
  • Daily Volatility Modelling Using Ultra-High Frequency Data
  • Control of the False Discovery Rate with Bayes Factors. An Application to Microarray Data Analysis
    Obtenir le chapitre
  • Parametric vs Semiparametric in Interval Censored Data
    Obtenir le chapitre
  • Regression Models for the Analysis of Psychiatric Data
    Obtenir le chapitre
  • A Statistical Method for the Estimation of CHildhood Cancer Prevalence Among Adults
    Obtenir le chapitre
  • Chemical Balance Weighing Designs with Correlated Errors Based on Balanced Block Designs
    Obtenir le chapitre
  • The Forward Search for Generalised Extreme Value Distributions
    Obtenir le chapitre
  • Modelling Breast Cancer Data with Informative Dropout
    Obtenir le chapitre
  • Local Influence and Residual Analysis in Heteroscedastic Symmetrical Linear Models
    Obtenir le chapitre
  • Modelling the Costs of Different Strategies after Myocardial Infarction
    Obtenir le chapitre
  • Semiparametric Comparison of Two Samples
    Obtenir le chapitre
  • Analysis of Interval-Censored Data
    Obtenir le chapitre
  • Two-Stage Models to Control for Overdispersion in Longitudinal Count Data
    Obtenir le chapitre
  • Multilevel Logit Models
    Obtenir le chapitre
  • Seasonal Variation in Death Counts
    Obtenir le chapitre
  • Power-Divergence Goodness-Of-Fit Statistics
    Obtenir le chapitre
  • A Latent Variable Model of Creativity and Social Compromise
    Obtenir le chapitre
  • Quasi-Likelihood Ratio Statistic for Robust Hypotesis Testing in the Presence of Nuisance Parameters
    Obtenir le chapitre
  • Microarray Experiments for Gene Expression in Fish Stress Studies
    Obtenir le chapitre
  • A Growth Mixture Model for Multivariate Outcomes
    Obtenir le chapitre
  • Exact Bayesian Inference for Bivariate Poisson Data
    Obtenir le chapitre
  • An Evaluation of Classification Techniques Applied to the Field of NIR/IR Spectroscopy
    Obtenir le chapitre
  • Identifying Important Input Variables by Applying Alignment in Kernel Fisher Discriminant Analysis
    Obtenir le chapitre
  • Statistical Modelling for the Time Projection Chamber Signal Processing
    Obtenir le chapitre
  • Assessing the Effect of a Teaching Program on Breast Self-Examination in a Randomized Trial with Noncompliance and Missing Data
    Obtenir le chapitre
  • Variance Free Model for Two-Way Layout with Interaction
    Obtenir le chapitre
  • Logit Model for TB in Europe (1995-2000)
    Obtenir le chapitre
  • Series of Studies with a Common Structure
    Obtenir le chapitre
  • Bayesian Modelling Volatility with Mixture of Alpha-Stable Distributions
    Obtenir le chapitre
  • Approximated Piecewise Linear Mixed Modelling with Random Changepoints for Longitudinal Data Analysis
    Obtenir le chapitre
  • A Comparison Between Measure Scales for Quality Evaluation Using the Rasch Model
    Obtenir le chapitre
  • On Probabilities of Avalanches Trioggered by Alpine Skiers. An Application of Models for Counts with Extra Zeros
    Obtenir le chapitre
  • Fieller's Method for Mixed Models
    Obtenir le chapitre
• Informations

  Code DOI : 10.1400/40274

  Permalink: http://digital.casalini.it/10.1400/40274