Least absolute deviation estimation of autoregressive conditional duration model (Q2431048)
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scientific article; zbMATH DE number 5876903
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| English | Least absolute deviation estimation of autoregressive conditional duration model |
scientific article; zbMATH DE number 5876903 |
Statements
Least absolute deviation estimation of autoregressive conditional duration model (English)
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8 April 2011
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least absolute deviation estimation
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ACD model
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heavy tail
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0.8280843496322632
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0.8280164003372192
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0.8147261142730713
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0.7983527779579163
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