Modelling ultra-high frequency trade durations with the ACD model

Markus Belfrage, Gunnar Rosenqvist

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

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

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