Modeling financial durations using penalized estimating functions (Q1615270)
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scientific article; zbMATH DE number 6970987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling financial durations using penalized estimating functions |
scientific article; zbMATH DE number 6970987 |
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Modeling financial durations using penalized estimating functions (English)
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2 November 2018
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Godambe information
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high-frequency data
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inter-event durations
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log ACD models
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online recursions
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penalized estimating function
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