Modeling ultra-high frequency trade durations with ACD type of models

Belfrage, M. (Speaker)
Rosenqvist, G. (Speaker)

Finance, Helsinki

Activity: Talk or presentation › Oral presentation

Period	03.07.2023 → 07.07.2023
Event title	34th European Meeting of Statisticians
Event type	Conference
Location	Warsaw, PolandShow on map
Degree of Recognition	International

Areas of Strength and Areas of High Potential (AoS and AoHP)

AoS: Financial management, accounting, and governance

Documents & Links

https://ems2023.org/program

Related content

Projects
Trade durations in the ultra-high frequency stock market
Project: Externally funded project

Research output
Modeling ultra-high frequency trade durations with ACD type of models
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review