Daily Volatility Modelling Using Ultra-High Frequency Data

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

  Codice DOI: 10.1400/40274

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