Forecasting Transaction Rates: The Autoregressive Conditional Duration Model
收藏NBER1994-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4966
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资源简介：
This paper will propose a new statistical model for the analysis of data that does not arrive in equal time intervals such as financial transactions data, telephone calls, or sales data on commodities that are tracked electronically. In contrast to fixed interval analysis, the model treats the time
提供机构：
美国国家经济研究局
创建时间：
1994-12-01
