Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data |
scientific article |
Statements
Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (English)
0 references
28 November 2019
0 references
big data
0 references
Birnbaum-Saunders distribution
0 references
forecasting ability
0 references
influence diagnostics
0 references
likelihood-based methods
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
