Regime-switching Pareto distributions for ACD models (Q1010563)
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scientific article; zbMATH DE number 5540552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime-switching Pareto distributions for ACD models |
scientific article; zbMATH DE number 5540552 |
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Regime-switching Pareto distributions for ACD models (English)
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6 April 2009
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autoregressive conditional duration
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Markov-switching model
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market microstructure
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Pareto distribution
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