Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application
Ng, K.H., Peiris, Shelton, Gerlach, RichardVolume:
41
Language:
english
Journal:
Expert Systems with Applications
DOI:
10.1016/j.eswa.2013.11.024
Date:
June, 2014
File:
PDF, 1.54 MB
english, 2014