Long memory in intertrade durations, counts and realized volatility of NYSE stocks
type: Item
instance of: scholarly article
title: Long memory in intertrade durations, counts and realized volatility of NYSE stocks
zbMATH Open document ID: 1404.62103
author: Clifford Hurvich
author: Rohit Deo
author: Meng-Chen Hsieh
published in: Journal of Statistical Planning and Inference
publication date: 2010-09-20T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 5788980
zbMATH Keywords: stochastic duration models
zbMATH Keywords: autoregressive conditional duration models
zbMATH Keywords: point processes
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.jspi.2010.04.037
OpenAlex ID: W2052514491
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DOI: 10.1016/J.JSPI.2010.04.037
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description: scientific article; zbMATH DE number 5788980