Regime-switching Pareto distributions for ACD models
type: Item
instance of: scholarly article
title: Regime-switching Pareto distributions for ACD models
zbMATH Open document ID: 1157.62520
author: Giovanni De Luca
author: Paola Zuccolotto
published in: Computational Statistics and Data Analysis
publication date: 2009-04-06T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5540552
zbMATH Keywords: autoregressive conditional duration
zbMATH Keywords: Markov-switching model
zbMATH Keywords: market microstructure
zbMATH Keywords: Pareto distribution
MaRDI profile type: Publication
full work available at URL: j.csda.2006.08.019
OpenAlex ID: W2061267541
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DOI: 10.1016/J.CSDA.2006.08.019
description: scientific article; zbMATH DE number 5540552