Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros

F. Blasques Albergaria Amaral, Vladimir Holy, Petra Tomanova

Research output: Working paper / Preprint › Working paper › Academic

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title = "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros",

author = "{Blasques Albergaria Amaral}, F. and Vladimir Holy and Petra Tomanova",

year = "2019",

language = "English",

volume = "2019",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

number = "004/III",

edition = "004/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros

AU - Blasques Albergaria Amaral, F.

AU - Holy, Vladimir

AU - Tomanova, Petra

PY - 2019

Y1 - 2019

M3 - Working paper

VL - 2019

T3 - TI Discussion Paper Series

BT - Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros

PB - Tinbergen Institute

CY - Amsterdam

ER -