On a quantile autoregressive conditional duration model (Q2079346)
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scientific article; zbMATH DE number 7594642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a quantile autoregressive conditional duration model |
scientific article; zbMATH DE number 7594642 |
Statements
On a quantile autoregressive conditional duration model (English)
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29 September 2022
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skewed Birnbaum-Saunders distribution
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conditional quantile
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ECM algorithm
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Monte Carlo simulation
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financial transaction data
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