Conditional duration model and the unobserved market heterogeneity of traders: an infinite mixture of non-exponentials (Q5114083)
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 7213450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Conditional duration model and the unobserved market heterogeneity of traders: an infinite mixture of non-exponentials |
scientific article; zbMATH DE number 7213450 |
Statements
Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non–Exponentials (English)
0 references
21 June 2020
0 references
autoregressive conditional duration model
0 references
exponential distribution
0 references
gamma distribution
0 references
heterogeneity
0 references
reciprocal inverse Gaussian distribution
0 references
0.8554304838180542
0 references
0.8050700426101685
0 references
0.7902331948280334
0 references
0.7890260219573975
0 references
0.7868766188621521
0 references
