A family of autoregressive conditional duration models (Q269391): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:52, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A family of autoregressive conditional duration models |
scientific article |
Statements
A family of autoregressive conditional duration models (English)
0 references
18 April 2016
0 references
asymmetry
0 references
Box-Cox transformation
0 references
mixing property
0 references
price duration
0 references
shocks impact curve
0 references
stationarity
0 references
