Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (Q3615080)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5529882
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models |
scientific article; zbMATH DE number 5529882 |
Statements
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (English)
0 references
17 March 2009
0 references
autoregressive
0 references
conditional durations
0 references
financial durations
0 references
mixture of distributions
0 references
time-varying weights
0 references
IBM data
0 references
0 references
0 references
0.8208082914352417
0 references
0.820056676864624
0 references
0.8158802390098572
0 references
0.8129421472549438
0 references
0.7941758632659912
0 references
