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- Autoregressive_conditional_duration abstract "In financial econometrics, an autoregressive conditional duration (ACD, Engle and Russell (1998)) model considers irregularly spaced and autocorrelated intertrade durations. ACD is analogous to GARCH. Indeed, in a continuous double auction (a common trading mechanism in many financial markets) waiting times between two consecutive trades vary at random.".
- Autoregressive_conditional_duration wikiPageID "14346064".
- Autoregressive_conditional_duration wikiPageRevisionID "550645158".
- Autoregressive_conditional_duration hasPhotoCollection Autoregressive_conditional_duration.
- Autoregressive_conditional_duration subject Category:Time_series_analysis.
- Autoregressive_conditional_duration comment "In financial econometrics, an autoregressive conditional duration (ACD, Engle and Russell (1998)) model considers irregularly spaced and autocorrelated intertrade durations. ACD is analogous to GARCH. Indeed, in a continuous double auction (a common trading mechanism in many financial markets) waiting times between two consecutive trades vary at random.".
- Autoregressive_conditional_duration label "Autoregressive conditional duration".
- Autoregressive_conditional_duration sameAs m.03d16b2.
- Autoregressive_conditional_duration sameAs Q4826944.
- Autoregressive_conditional_duration sameAs Q4826944.
- Autoregressive_conditional_duration wasDerivedFrom Autoregressive_conditional_duration?oldid=550645158.
- Autoregressive_conditional_duration isPrimaryTopicOf Autoregressive_conditional_duration.