Modeling financial durations using penalized estimating functions (Q1615270)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling financial durations using penalized estimating functions |
scientific article |
Statements
Modeling financial durations using penalized estimating functions (English)
0 references
2 November 2018
0 references
Godambe information
0 references
high-frequency data
0 references
inter-event durations
0 references
log ACD models
0 references
online recursions
0 references
penalized estimating function
0 references
0 references
0 references
0 references