Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694): Difference between revisions

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Latest revision as of 18:46, 8 July 2024

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Data-driven estimation of diurnal patterns of durations between trades on financial markets
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    Data-driven estimation of diurnal patterns of durations between trades on financial markets (English)
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    15 July 2014
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    autoregressive conditional duration
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    diurnal duration patterns
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    local linear estimator
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    bandwidth selection
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    iterative plug-in
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