Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924): Difference between revisions

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Latest revision as of 03:34, 16 July 2024

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Extension and verification of the asymmetric autoregressive conditional duration models
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    Extension and verification of the asymmetric autoregressive conditional duration models (English)
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    18 July 2018
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    asymmetric ACD model
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    point process modelling
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    probability integral transforms
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    ultra-high-frequency financial data
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    market microstructure
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