Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814)
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scientific article; zbMATH DE number 7137953
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| English | Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data |
scientific article; zbMATH DE number 7137953 |
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Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (English)
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28 November 2019
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big data
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Birnbaum-Saunders distribution
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forecasting ability
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influence diagnostics
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likelihood-based methods
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Monte Carlo simulation
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0.91632086
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0.9052835
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0.88545513
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0.8684381
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0.86271924
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0.8593435
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