Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models (Q4687355): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2334819703 / rank | |||
Normal rank | |||
Latest revision as of 23:25, 19 March 2024
scientific article; zbMATH DE number 6951868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models |
scientific article; zbMATH DE number 6951868 |
Statements
Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models (English)
0 references
11 October 2018
0 references
high-frequency data
0 references
stock market liquidity
0 references
count data time series
0 references
rolling-window forecasts
0 references
