Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations (Q4676999)

From MaRDI portal
scientific article; zbMATH DE number 2169576
Language Label Description Also known as
English
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations
scientific article; zbMATH DE number 2169576

    Statements

    Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations (English)
    0 references
    0 references
    0 references
    20 May 2005
    0 references
    high frequency data
    0 references
    inter-trade duration
    0 references
    nonlinear canonical correlation
    0 references
    fractionally integrated process
    0 references

    Identifiers

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