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Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks. (2004). Quoreshi, Shahiduzzaman ; Brännäs, Kurt.
In: Umeå Economic Studies.
RePEc:hhs:umnees:0637.

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Cited: 6

Citations received by this document

Cites: 24

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Cocites: 50

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Coauthors: 0

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  1. Random coefficients integer-valued threshold autoregressive processes driven by logistic regression. (2021). Zhang, Chenhui ; Wang, Dehui ; Li, Han ; Yang, Kai.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:105:y:2021:i:4:d:10.1007_s10182-020-00379-0.

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  2. A vector integer-valued moving average model for high frequency financial count data. (2008). Quoreshi, Shahiduzzaman ; Quoreshi, A. M. M. Shahiduzzaman, .
    In: Economics Letters.
    RePEc:eee:ecolet:v:101:y:2008:i:3:p:258-261.

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  3. Effects of Explanatory Variables in Count Data Moving Average Models. (2006). Lönnbark, Carl ; Brännäs, Kurt ; Lonnbark, Carl ; Brannas, Kurt .
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0679.

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  4. TIME SERIES MODELLING OF HIGH FREQUENCY STOCK TRANSACTION DATA. (2006). Quoreshi, Shahiduzzaman.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0675.

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  5. A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data. (2006). Quoreshi, Shahiduzzaman.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0674.

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  6. LongMemory, Count Data, Time Series Modelling for Financial Application. (2006). Quoreshi, Shahiduzzaman.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0673.

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References

References cited by this document

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  22. To appear in Communications in Statistics: Theory and Methods 33. Brännäs, K. and Hall, A. (2001). Estimation in Integer-Valued Moving Average Models. Applied Stochastic Models in Business and Industry 17, 277-291.
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