Modeling price clustering in high-frequency prices (Q5039627)
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scientific article; zbMATH DE number 7595441
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| default for all languages | No label defined |
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| English | Modeling price clustering in high-frequency prices |
scientific article; zbMATH DE number 7595441 |
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Modeling price clustering in high-frequency prices (English)
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30 September 2022
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high-frequency data
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price clustering
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generalized autoregressive score model
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double Poisson distribution
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0.7401726245880127
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0.733311116695404
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0.7307430505752563
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0.7304421663284302
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0.729453980922699
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