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

F. Blasques Albergaria Amaral, Vladimir Holy, Petra Tomanova

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages47
Volume2019
Publication statusPublished - 2019

Publication series

NameTI Discussion Paper Series
PublisherAmsterdam
No.004/III
Volume2019

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