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

Finansiell ekonomi, Helsingfors

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › Peer review

Originalspråk	Engelska
Titel på värdpublikation	European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023, Book of Abstracts
Antal sidor	1
Utgivningsort	Warsaw
Utgivningsdatum	2023
Sidor	217-217
Status	Publicerad - 2023
MoE-publikationstyp	A4 Artikel i en konferenspublikation
Evenemang	European Meeting of Statisticians - University of Warsaw, Warsaw, Polen Varaktighet: 03.07.2023 → 07.07.2023 Konferensnummer: 24 https://ems2023.org/

Nyckelord

112 Statistik

Åtkomst av dokument

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

OpenUrl-tillgänglighet

Fulltext

Trade durations in the ultra-high frequency stock market
Rosenqvist, G. (Projektdeltagare) & Belfrage, M. (Projektdeltagare)
01.01.2022 → 31.12.2024
Projekt: Externt finansierat projekt

Modeling ultra-high frequency trade durations with ACD type of models
Belfrage, M. (Talare) & Rosenqvist, G. (Talare)
03.07.2023 → 07.07.2023
Aktivitet: Tal eller presentation › Muntlig presentation

Citera det här

@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

Nyckelord

Åtkomst av dokument

OpenUrl-tillgänglighet

Projekt

Trade durations in the ultra-high frequency stock market

Aktiviteter

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

Citera det här