On a quantile autoregressive conditional duration model (Q2079346)
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scientific article; zbMATH DE number 7594642
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On a quantile autoregressive conditional duration model |
scientific article; zbMATH DE number 7594642 |
Statements
On a quantile autoregressive conditional duration model (English)
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29 September 2022
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skewed Birnbaum-Saunders distribution
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conditional quantile
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ECM algorithm
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Monte Carlo simulation
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financial transaction data
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0.8496695756912231
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0.8255271911621094
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0.8154773116111755
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0.8143230676651001
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0.8106527924537659
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