On Fréchet autoregressive conditional duration models (Q282897)
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scientific article; zbMATH DE number 6580039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Fréchet autoregressive conditional duration models |
scientific article; zbMATH DE number 6580039 |
Statements
On Fréchet autoregressive conditional duration models (English)
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12 May 2016
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ACD models
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extreme values
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Fréchet distribution
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heavy tails
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0.8274704217910767
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0.8270280957221985
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0.8125926852226257
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0.8077580332756042
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0.8018584847450256
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