A bivariate integer-valued long-memory model for high-frequency financial count data (Q2979583)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A bivariate integer-valued long-memory model for high-frequency financial count data
scientific article

    Statements

    A bivariate integer-valued long-memory model for high-frequency financial count data (English)
    0 references
    25 April 2017
    0 references
    count data
    0 references
    intra-day
    0 references
    time series
    0 references
    estimation
    0 references
    reaction time
    0 references
    finance
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references