Regime-switching Pareto distributions for ACD models (Q1010563)
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scientific article; zbMATH DE number 5540552
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| English | Regime-switching Pareto distributions for ACD models |
scientific article; zbMATH DE number 5540552 |
Statements
Regime-switching Pareto distributions for ACD models (English)
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6 April 2009
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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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0.8077580332756042
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0.7958663105964661
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0.795671284198761
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0.7903493642807007
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0.786278247833252
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