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

Markus Belfrage; Gunnar Rosenqvist

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

Finance, Helsinki

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	European Meeting of Statisticians - University of Warsaw, Warsaw, Poland Duration: 03.07.2023 → 07.07.2023 Conference number: 24 https://ems2023.org/

Keywords

112 Statistics and probability

Access to Document

https://ems2023.org/sites/default/files/BoA_1.pdf

OpenUrl availability

Full text

Trade durations in the ultra-high frequency stock market
Rosenqvist, G. (Project participant) & Belfrage, M. (Project participant)
01.01.2022 → 31.12.2024
Project: Externally funded project

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

Cite this

@inproceedings{b9ecb0bd3865411da9ebd46b5ed808e9,

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

keywords = "112 Statistics and probability",

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

url = "https://ems2023.org/",

}

TY - GEN

T1 - Modeling ultra-high frequency trade durations with ACD type of models

AU - Belfrage, Markus

AU - Rosenqvist, Gunnar

N1 - Conference code: 24

PY - 2023

Y1 - 2023

KW - 112 Statistics and probability

M3 - Conference contribution

SP - 217

EP - 217

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

CY - Warsaw

T2 - European Meeting of Statisticians

Y2 - 3 July 2023 through 7 July 2023

ER -

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

Keywords

Access to Document

OpenUrl availability

Projects

Trade durations in the ultra-high frequency stock market

Activities

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

Cite this