Finite and infinite mixtures for financial durations

zbMath1416.62582MaRDI QIDQ2002901

Paola Zuccolotto, Giovanni De Luca

Publication date: 12 July 2019

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

durationmixture of distributionsultra-high frequency dataautoregressive conditional duration (ACD)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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