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Time-varying autoregressive conditional duration model - MaRDI portal

Time-varying autoregressive conditional duration model (Q5123583)

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scientific article; zbMATH DE number 7252476
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English
Time-varying autoregressive conditional duration model
scientific article; zbMATH DE number 7252476

    Statements

    title
    Time-varying autoregressive conditional duration model (English)
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    publication date
    29 September 2020
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    zbMATH Keywords
    ACD model
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    bootstrap
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    durations
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    non-stationarity
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    time-varying parameters
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    wavelet
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    Identifiers

    zbMATH DE Number
    7252476
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    OpenAlex ID
    W2030000805
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