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
January 18, 2010 | 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
Edition Availability
Cover of: Forecasting transaction rates
Forecasting transaction rates: the autoregressive conditional duration model
1994, National Bureau of Economic Research
in English
  • Not in Library

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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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January 18, 2010 Edited by WorkBot add subjects and covers
December 11, 2009 Created by WorkBot add works page