Modelling ultra-high frequency trade durations with the ACD model

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Originalspråk	Engelska
Titel på gästpublikation	Nordstat 2018 : 27th Nordic Conference in Mathematical Statistics
Antal sidor	1
Utgivningsort	Tartu
Förlag	University of Tartu
Utgivningsdatum	26.06.2018
Sidor	77-77
ISBN (tryckt)	978-9949-77-786-0
Status	Publicerad - 26.06.2018
MoE-publikationstyp	B3 Icke-referentgranskad artikel i konferenspublikation

Nyckelord

@inproceedings{c33267aa0ead4d2daa240713d74eac22,

title = "Modelling ultra-high frequency trade durations with the ACD model",

keywords = "112 Statistics and probability, 512 Business and Management",

author = "Markus Belfrage and Gunnar Rosenqvist",

year = "2018",

month = jun,

day = "26",

language = "English",

isbn = "978-9949-77-786-0",

pages = "77--77",

booktitle = "Nordstat 2018 : 27th Nordic Conference in Mathematical Statistics",

publisher = "University of Tartu",

address = "Estonia",

}

TY - GEN

T1 - Modelling ultra-high frequency trade durations with the ACD model

AU - Belfrage, Markus

AU - Rosenqvist, Gunnar

PY - 2018/6/26

Y1 - 2018/6/26

KW - 112 Statistics and probability

KW - 512 Business and Management

M3 - Conference contribution

SN - 978-9949-77-786-0

SP - 77

EP - 77

BT - Nordstat 2018 : 27th Nordic Conference in Mathematical Statistics

PB - University of Tartu

CY - Tartu

ER -