Modeling price clustering in high-frequency prices (Q5039627)
From MaRDI portal
scientific article; zbMATH DE number 7595441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling price clustering in high-frequency prices |
scientific article; zbMATH DE number 7595441 |
Statements
Modeling price clustering in high-frequency prices (English)
0 references
30 September 2022
0 references
high-frequency data
0 references
price clustering
0 references
generalized autoregressive score model
0 references
double Poisson distribution
0 references
0 references
0 references
0 references
0 references
