Forecasting transaction rates: the autoregressive conditional duration model
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
Cambridge, Mass.
1994
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
4966 |
| Beschreibung: | [Ca. 50] S. graph. Darst. |
Internformat
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| 100 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
| 245 | 1 | 0 | |a Forecasting transaction rates |b the autoregressive conditional duration model |c Robert F. Engle ; Jeffrey R. Russell |
| 264 | 1 | |a Cambridge, Mass. |c 1994 | |
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| 490 | 1 | |a Working paper series / National Bureau of Economic Research |v 4966 | |
| 700 | 1 | |a Russell, Jeffrey R. |e Sonstige |4 oth | |
| 810 | 2 | |a National Bureau of Economic Research |t Working paper series |v 4966 |w (DE-604)BV002801238 |9 4966 | |
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| author | Engle, Robert F. 1942- |
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| id | DE-604.BV026946927 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:03Z |
| institution | BVB |
| language | Undetermined |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021608055 |
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| publishDate | 1994 |
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| 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 [Ca. 50] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 4966 Russell, Jeffrey R. Sonstige oth National Bureau of Economic Research Working paper series 4966 (DE-604)BV002801238 4966 |
| spellingShingle | Engle, Robert F. 1942- Forecasting transaction rates the autoregressive conditional duration model |
| 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 |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf forecastingtransactionratestheautoregressiveconditionaldurationmodel AT russelljeffreyr forecastingtransactionratestheautoregressiveconditionaldurationmodel |