Data-driven estimation of diurnal patterns of durations between trades on financial markets (Q2251694): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2014.05.011 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2013338290 / rank | |||
Normal rank | |||
Revision as of 03:38, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven estimation of diurnal patterns of durations between trades on financial markets |
scientific article |
Statements
Data-driven estimation of diurnal patterns of durations between trades on financial markets (English)
0 references
15 July 2014
0 references
autoregressive conditional duration
0 references
diurnal duration patterns
0 references
local linear estimator
0 references
bandwidth selection
0 references
iterative plug-in
0 references
