Package ‘ACDm’: Tools for Autoregressive Conditional Duration Models (Version 1.0.2)

Sökresultat

• Slutfört

  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

  • Tic Disorder 100%
  • Adjustment 100%
  • Autoregressive Conditional Duration Model 100%
  • Conditionals 50%
  • Market 33%