A moment closed form estimator for the autoregressive conditional duration model (Q284183)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment closed form estimator for the autoregressive conditional duration model |
scientific article |
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A moment closed form estimator for the autoregressive conditional duration model (English)
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17 May 2016
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autoregressive conditional duration model
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moment estimator
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quasi-maximum likelihood estimator
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Monte Carlo simulation
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