Autoregressive conditional duration models in finance : a survey of the theoretical and empirical literature
Maria Pacurar
| Year of publication: |
2008
|
|---|---|
| Authors: | Pacurar, Maria |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 22.2008, 4, p. 711-751
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| Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Marktmikrostruktur | Market microstructure | Asymmetrische Information | Asymmetric information | Statistischer Test | Statistical test | Theorie | Theory | ACD model | Autoregressive conditional duration model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003748679