Nonstationary autoregressive conditional duration models (Q2691715)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary autoregressive conditional duration models |
scientific article |
Statements
Nonstationary autoregressive conditional duration models (English)
0 references
30 March 2023
0 references
autoregressive conditional duration models
0 references
high frequency data
0 references
local polynomial estimation
0 references
nonstationarity
0 references
time varying ACD model
0 references
0 references
