Regime-switching Pareto distributions for ACD models (Q1010563)

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Regime-switching Pareto distributions for ACD models
scientific article

    Statements

    title
    Regime-switching Pareto distributions for ACD models (English)
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    author
    Giovanni De Luca
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    Paola Zuccolotto
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    publication date
    6 April 2009
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    zbMATH Keywords
    autoregressive conditional duration
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    Markov-switching model
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    market microstructure
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    Pareto distribution
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    Identifiers

    zbMATH DE Number
    5540552
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    OpenAlex ID
    W2061267541
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