Forecasting trade durations via ACD models with mixture distributions
R.P. Yatigammana, J.S.K. Chan and R.H. Gerlach
| Year of publication: |
2019
|
|---|---|
| Authors: | Yatigammana, R. P. ; Chan, J. S. K. ; Gerlach, R. H. |
| Subject: | ACD models | Bayesian inference | CTaR | Generalised beta type 2 distribution | Mixture distribution | TaR | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Börsenkurs | Share price | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1618896 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015123064