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

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Original language	English
Title of host publication	European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023, Book of Abstracts
Number of pages	1
Place of Publication	Warsaw
Publication date	2023
Pages	217-217
Publication status	Published - 2023
MoE publication type	A4 Article in conference proceedings
Event	34th European Meeting of Statisticians - University of Warsaw, Warsaw, Poland Duration: 03.07.2023 → 07.07.2023 https://ems2023.org/

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

Modeling ultra-high frequency trade durations with ACD type of models
Markus Belfrage (Speaker) & Gunnar Rosenqvist (Speaker)
03.07.2023 → 07.07.2023
Activity: Talk or presentation › Oral presentation

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title = "Modeling ultra-high frequency trade durations with ACD type of models",

author = "Markus Belfrage and Gunnar Rosenqvist",

year = "2023",

language = "English",

pages = "217--217",

booktitle = "European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023, Book of Abstracts",

note = "34th European Meeting of Statisticians, EMS 2023 ; Conference date: 03-07-2023 Through 07-07-2023",

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AU - Belfrage, Markus

AU - Rosenqvist, Gunnar

PY - 2023

Y1 - 2023

M3 - Conference contribution

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EP - 217

BT - European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023, Book of Abstracts

CY - Warsaw

T2 - 34th European Meeting of Statisticians

Y2 - 3 July 2023 through 7 July 2023

ER -