A family of autoregressive conditional duration models (Q269391)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A family of autoregressive conditional duration models |
scientific article |
Statements
A family of autoregressive conditional duration models (English)
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18 April 2016
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asymmetry
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Box-Cox transformation
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mixing property
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price duration
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shocks impact curve
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stationarity
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