Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted quantile estimation of autoregressive conditional duration model |
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Self-weighted quantile estimation of autoregressive conditional duration model (English)
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14 April 2022
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high frequency financial data
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ACD model
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market liquidity
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self-weighted quantile regression
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