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

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publicationEuropean Meeting of Statisticians 2023 Warsaw 3–7 July, 2023, Book of Abstracts
Number of pages1
Place of PublicationWarsaw
Publication date2023
Pages217-217
Publication statusPublished - 2023
MoE publication typeA4 Article in conference proceedings
EventEuropean Meeting of Statisticians - University of Warsaw, Warsaw, Poland
Duration: 03.07.202307.07.2023
Conference number: 24
https://ems2023.org/

Keywords

  • 112 Statistics and probability

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

  • AoS: Financial management, accounting, and governance

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