On the interday homogeneity in the intraday rate of trading (Q1013160): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.matcom.2008.12.017 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2023757497 / rank | |||
Normal rank |
Revision as of 02:43, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the interday homogeneity in the intraday rate of trading |
scientific article |
Statements
On the interday homogeneity in the intraday rate of trading (English)
0 references
17 April 2009
0 references
dependent point processes
0 references
market microstructure
0 references
high-frequency finance
0 references
duration modeling
0 references
autoregressive conditional duration model
0 references