Finite and infinite mixtures for financial durations (Q2002901)
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scientific article; zbMATH DE number 7080389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite and infinite mixtures for financial durations |
scientific article; zbMATH DE number 7080389 |
Statements
Finite and infinite mixtures for financial durations (English)
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12 July 2019
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ultra-high frequency data
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duration
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autoregressive conditional duration (ACD)
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mixture of distributions
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