Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813): Difference between revisions
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Revision as of 09:15, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory in intertrade durations, counts and realized volatility of NYSE stocks |
scientific article |
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Long memory in intertrade durations, counts and realized volatility of NYSE stocks (English)
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20 September 2010
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stochastic duration models
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autoregressive conditional duration models
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point processes
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