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Conditional Duration Model and the Unobserved Market Heterogeneity of Traders: An Infinite Mixture of Non-Exponentials

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Détails bibliographiques
Auteur principal:	Emilio Gómez-Déniz
Format:	Artículo científico
Langue:	en
Publié:	Universidad Nacional de Colombia 2016
Sujets:	Física, Astronomía y Matemáticas Heterogeneity Gamma distribution Exponential distribution Reciprocal inverse gaussian distribution Autoregressive conditional duration model
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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