Forecasting trade durations via ACD models with mixture distributions (Q5120735)
From MaRDI portal
scientific article; zbMATH DE number 7247991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting trade durations via ACD models with mixture distributions |
scientific article; zbMATH DE number 7247991 |
Statements
Forecasting trade durations via ACD models with mixture distributions (English)
0 references
16 September 2020
0 references
ACD models
0 references
mixture distribution
0 references
Bayesian inference
0 references
generalised beta type 2 distribution
0 references
TaT
0 references
CTaR
0 references
0 references
0 references
0 references
0 references
0 references
