Forecasting transaction rates: the autoregressive conditional duration model
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1994
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: Working paper series
4966 |
| Schlagworte: | |
| Beschreibung: | [48] S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Forecasting transaction rates |b the autoregressive conditional duration model |c Robert F. Engle ; Jeffrey R. Russell |
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: Working paper series |v 4966 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Heteroscedasticity | |
| 650 | 4 | |a Stochastic processes |x Econometric models | |
| 650 | 4 | |a Stocks |x Econometric models | |
| 700 | 1 | |a Russell, Jeffrey R. |e Verfasser |4 aut | |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: Working paper series |v 4966 |w (DE-604)BV002801238 |9 4966 | |
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| language | English |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: Working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: Working paper series |
| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Forecasting transaction rates the autoregressive conditional duration model Robert F. Engle ; Jeffrey R. Russell Cambridge, Mass. 1994 [48] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: Working paper series 4966 Ökonometrisches Modell Heteroscedasticity Stochastic processes Econometric models Stocks Econometric models Russell, Jeffrey R. Verfasser aut National Bureau of Economic Research <Cambridge, Mass.>: Working paper series 4966 (DE-604)BV002801238 4966 |
| spellingShingle | Engle, Robert F. 1942- Russell, Jeffrey R. Forecasting transaction rates the autoregressive conditional duration model National Bureau of Economic Research <Cambridge, Mass.>: Working paper series Ökonometrisches Modell Heteroscedasticity Stochastic processes Econometric models Stocks Econometric models |
| title | Forecasting transaction rates the autoregressive conditional duration model |
| title_auth | Forecasting transaction rates the autoregressive conditional duration model |
| title_exact_search | Forecasting transaction rates the autoregressive conditional duration model |
| title_full | Forecasting transaction rates the autoregressive conditional duration model Robert F. Engle ; Jeffrey R. Russell |
| title_fullStr | Forecasting transaction rates the autoregressive conditional duration model Robert F. Engle ; Jeffrey R. Russell |
| title_full_unstemmed | Forecasting transaction rates the autoregressive conditional duration model Robert F. Engle ; Jeffrey R. Russell |
| title_short | Forecasting transaction rates |
| title_sort | forecasting transaction rates the autoregressive conditional duration model |
| title_sub | the autoregressive conditional duration model |
| topic | Ökonometrisches Modell Heteroscedasticity Stochastic processes Econometric models Stocks Econometric models |
| topic_facet | Ökonometrisches Modell Heteroscedasticity Stochastic processes Econometric models Stocks Econometric models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf forecastingtransactionratestheautoregressiveconditionaldurationmodel AT russelljeffreyr forecastingtransactionratestheautoregressiveconditionaldurationmodel |