Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extension and verification of the asymmetric autoregressive conditional duration models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension and verification of the asymmetric autoregressive conditional duration models |
scientific article |
Statements
Extension and verification of the asymmetric autoregressive conditional duration models (English)
0 references
18 July 2018
0 references
asymmetric ACD model
0 references
point process modelling
0 references
probability integral transforms
0 references
ultra-high-frequency financial data
0 references
market microstructure
0 references
