Forecasting trade durations via ACD models with mixture distributions (Q5120735)
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scientific article; zbMATH DE number 7247991
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| English | Forecasting trade durations via ACD models with mixture distributions |
scientific article; zbMATH DE number 7247991 |
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Forecasting trade durations via ACD models with mixture distributions (English)
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16 September 2020
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ACD models
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mixture distribution
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Bayesian inference
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generalised beta type 2 distribution
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TaT
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CTaR
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0.8231021165847778
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0.8208082914352417
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0.8162969946861267
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0.8125926852226257
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