Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924): Difference between revisions
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Revision as of 21:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension and verification of the asymmetric autoregressive conditional duration models |
scientific article |
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Extension and verification of the asymmetric autoregressive conditional duration models (English)
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18 July 2018
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asymmetric ACD model
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point process modelling
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probability integral transforms
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ultra-high-frequency financial data
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market microstructure
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