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zbMath1265.91162MaRDI QIDQ2919723

Hongshui Zhang, Fengbin Lu, Gang Cheng

Publication date: 5 October 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

duration ARCH model ACD model (ultra) high frequency time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) History of game theory, economics, and finance (91-03)

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