Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (Q3615080)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models |
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Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models (English)
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17 March 2009
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autoregressive
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conditional durations
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financial durations
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mixture of distributions
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time-varying weights
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IBM data
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