GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model (Q3368216): Difference between revisions
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Revision as of 10:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model |
scientific article |
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GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model (English)
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27 January 2006
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tick-by-tick data
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subordinated processes
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duration models
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volatility
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