Nonstationary autoregressive conditional duration models (Q2691715)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary autoregressive conditional duration models |
scientific article |
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Nonstationary autoregressive conditional duration models (English)
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30 March 2023
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autoregressive conditional duration models
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high frequency data
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local polynomial estimation
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nonstationarity
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time varying ACD model
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0.9373423
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0.9325189
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0.9163151
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0.9091351
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0.90904903
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0.9070525
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0.9017356
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