Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations (Q4676999)
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scientific article; zbMATH DE number 2169576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations |
scientific article; zbMATH DE number 2169576 |
Statements
Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations (English)
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20 May 2005
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high frequency data
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inter-trade duration
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nonlinear canonical correlation
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fractionally integrated process
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