Title of article
Regime-switching Pareto distributions for ACD models
Author/Authors
Giovanni De Luca، نويسنده , , Paola Zuccolotto، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
13
From page
2179
To page
2191
Keywords
Autoregressive conditional duration , Markov-switching model , market microstructure , Pareto distribution
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145226
Link To Document