Non‐monotonic hazard functions and the autoregressive conditional duration model (Q4762171): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 17:16, 5 March 2024
scientific article; zbMATH DE number 1568639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐monotonic hazard functions and the autoregressive conditional duration model |
scientific article; zbMATH DE number 1568639 |
Statements
Non‐monotonic hazard functions and the autoregressive conditional duration model (English)
0 references
2000
0 references
financial transaction data
0 references
autoregressive conditional duration model
0 references
hazard function
0 references
Burr distribution
0 references
market microstructure
0 references
price durations
0 references
self-exciting point process
0 references
