Concept: Estimator
Integrated ACD models can imply infinite-mean durations
When do trades occur less predictably than financial models assume
Dynamic likelihood estimation can improve hazard rate fitting
Balancing precision and flexibility in estimating survival risk over time
RNN-based distortion models improved CAT bond pricing
Neural network approach to pricing catastrophe bonds using distortion operators
Asymptotic theory of range-based multipower variation
A method for measuring stock price volatility that works even when prices jump unexpectedly
