Modelling ultra-high frequency trade durations with the ACD model

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

Original languageEnglish
Title of host publicationNordstat 2018 : 27th Nordic Conference in Mathematical Statistics
Number of pages1
Place of PublicationTartu
PublisherUniversity of Tartu
Publication date26.06.2018
Pages77-77
ISBN (Print)978-9949-77-786-0
Publication statusPublished - 26.06.2018
MoE publication typeB3 Article in conference proceedings

Keywords

  • 112 Statistics and probability
  • 512 Business and Management

Cite this

Belfrage, M., & Rosenqvist, G. (2018). Modelling ultra-high frequency trade durations with the ACD model. In Nordstat 2018 : 27th Nordic Conference in Mathematical Statistics (pp. 77-77). Tartu: University of Tartu.