Forecasting using high-frequency data : a comparison of asymmetric financial duration models
Qi Zhang, Charlie X. Cai and Kevin Keasey
| Year of publication: |
2009
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|---|---|
| Authors: | Zhang, Qi ; Cai, Charlie X. ; Keasey, Kevin |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 5, p. 317-386
|
| Subject: | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Marktmikrostruktur | Market microstructure |
| 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/10003878583