The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (Q2440157)
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scientific article; zbMATH DE number 6275043
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| English | The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics |
scientific article; zbMATH DE number 6275043 |
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The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (English)
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27 March 2014
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conditional duration
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high frequency data
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estimating functions
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maximum likelihood
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0.763247013092041
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0.7612205147743225
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0.7572630047798157
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0.7489961385726929
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0.7384057641029358
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