Mixture Processes for Financial Intradaily Durations (Q3368339)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mixture Processes for Financial Intradaily Durations |
scientific article; zbMATH DE number 5002392
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mixture Processes for Financial Intradaily Durations |
scientific article; zbMATH DE number 5002392 |
Statements
Mixture Processes for Financial Intradaily Durations (English)
0 references
27 January 2006
0 references
Ultra-high frequency data
0 references
Autoregressive Conditional Duration Models
0 references
Volatility
0 references
Market microstructure
0 references
Mixture of distributions
0 references
0.8725503087043762
0 references
0.8340871334075928
0 references
0.7993561029434204
0 references
0.7941758632659912
0 references
