Listagem Produção Intelectual em Bases Externas por Título "A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model"
Itens para a visualização no momento 1-1 of 1
-
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
2016-08-08In this article, we propose a class of logarithmic autoregressive conditional duration (ACD)-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and asymmetries in financial durations. ...


