On a quantile autoregressive conditional duration model
type: Item
instance of: scholarly article
title: On a quantile autoregressive conditional duration model
author: Helton Saulo
author: Roberto Vila
author: Narayanaswamy Balakrishnan
published in: Mathematics and Computers in Simulation
publication date: 2022-09-29T00:00:00Z
full work available at URL: https://arxiv.org/abs/2109.03844
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7594642
zbMATH Keywords: skewed Birnbaum-Saunders distribution
zbMATH Keywords: conditional quantile
zbMATH Keywords: ECM algorithm
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: financial transaction data
describes a project that uses: sn
MaRDI profile type: Publication
OpenAlex ID: W4284887374
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DOI: 10.1016/J.MATCOM.2022.06.032
description: scientific article; zbMATH DE number 7594642