Finite and infinite mixtures for financial durations

Metron

Volumn 61, Issue 3, 2003, Pages 431-455

  De Luca, Giovanni ^a   Zuccolotto, Paola ^b  

^a UNIVERSITY OF NAPLES PARTHENOPE   (Italy)

^b UNIVERSITY OF BRESCIA   (Italy)

Author keywords

ACD (Autoregressive Conditional Duration); Duration; Mixture of distributions; Ultra high frequency data

Indexed keywords

EID: 33751017153     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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