An edition of Forecasting transaction rates (1994)

Forecasting transaction rates

the autoregressive conditional duration model

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Forecasting transaction rates
R. F. Engle
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Last edited by WorkBot
December 15, 2009 | History
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An edition of Forecasting transaction rates (1994)

Forecasting transaction rates

the autoregressive conditional duration model

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
45

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Subjects
Econometric models, Stochastic processes, Stocks, Heteroscedasticity

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Edition Availability
Cover of: Forecasting transaction rates
Forecasting transaction rates: the autoregressive conditional duration model
1994, National Bureau of Economic Research
in English
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Book Details

Edition Notes

"December 1994."

Includes bibliographical references (p. [43-45]).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Supported in part by National Science Foundation. Grant SES-9122056.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper no. 4966, Working paper series (National Bureau of Economic Research) -- working paper no. 4966.

The Physical Object

Pagination
[45] p. :
Number of pages
45

ID Numbers

Open Library
OL22420529M

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December 15, 2009 Edited by WorkBot link works
November 12, 2008 Created by ImportBot Imported from Binghamton University MARC record