Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non–Exponentials (Q5114083)
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scientific article; zbMATH DE number 7213450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non–Exponentials |
scientific article; zbMATH DE number 7213450 |
Statements
Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non–Exponentials (English)
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21 June 2020
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autoregressive conditional duration model
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exponential distribution
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gamma distribution
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heterogeneity
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reciprocal inverse Gaussian distribution
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