A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505): Difference between revisions
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Revision as of 00:45, 5 March 2024
scientific article; zbMATH DE number 1654545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear autoregressive conditional duration model with applications to financial transaction data |
scientific article; zbMATH DE number 1654545 |
Statements
A nonlinear autoregressive conditional duration model with applications to financial transaction data (English)
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10 October 2001
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Nonlinear time series
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Autoregressive conditional duration
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Structural break
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Duration models
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Market microstructure
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