Time-varying autoregressive conditional duration model

Adriana B. Bortoluzzo; Pedro A. Morettin; Clelia M. C. Toloi

Year of publication:	2009
Authors:	Bortoluzzo, Adriana Bruscato ; Morettin, Pedro A. ; Toloi, Clelia M. C.
Publisher:	Saõ Paulo : Insper
Subject:	Theorie \| Theory \| Börsenkurs \| Share price \| Zeitreihenanalyse \| Time series analysis \| Dauer \| Duration \| Statistische Bestandsanalyse \| Duration analysis \| Autokorrelation \| Autocorrelation \| Schätzung \| Estimation \| ARCH-Modell \| ARCH model

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