Modelling ultra-high frequency trade durations with the ACD model

Markus Belfrage; Gunnar Rosenqvist

Modelling ultra-high frequency trade durations with the ACD model

Ekonomisk statistik, Helsingfors

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

Originalspråk	Engelska
Titel på värdpublikation	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

112 Statistik
512 Företagsekonomi

Åtkomst av dokument

http://nordstat2018.ut.ee/sites/default/files/nordstat2018/files/nordstat2018-abstract.pdf

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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

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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",

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AU - Belfrage, Markus

AU - Rosenqvist, Gunnar

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KW - 112 Statistics and probability

KW - 512 Business and Management

M3 - Conference contribution

SN - 978-9949-77-786-0

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

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CY - Tartu

ER -

Modelling ultra-high frequency trade durations with the ACD model

Nyckelord

Åtkomst av dokument

OpenUrl-tillgänglighet

Projekt

Trade durations in the ultra-high frequency stock market

Citera det här