Econometric analysis of financial transaction data: pitfalls and opportunities (Q2567522)
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scientific article; zbMATH DE number 2213401
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| default for all languages | No label defined |
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| English | Econometric analysis of financial transaction data: pitfalls and opportunities |
scientific article; zbMATH DE number 2213401 |
Statements
Econometric analysis of financial transaction data: pitfalls and opportunities (English)
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11 October 2005
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transaction data, autoregressive conditional duration models, ordered response and count models, electronic and floor trading
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0.7635402679443359
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0.7573761940002441
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0.7423995733261108
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0.7206517457962036
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0.7204492688179016
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