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

Cite this

Blasques Albergaria Amaral, F., Holy, V., & Tomanova, P. (2019). Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (004/III ed.) (TI Discussion Paper Series; Vol. 2019, No. 004/III). Amsterdam: Tinbergen Institute.
Blasques Albergaria Amaral, F. ; Holy, Vladimir ; Tomanova, Petra. / Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. 004/III. ed. Amsterdam : Tinbergen Institute, 2019. (TI Discussion Paper Series; 004/III).
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Blasques Albergaria Amaral, F, Holy, V & Tomanova, P 2019 'Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros' TI Discussion Paper Series, no. 004/III, vol. 2019, 004/III edn, Tinbergen Institute, Amsterdam.

Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. / Blasques Albergaria Amaral, F.; Holy, Vladimir; Tomanova, Petra.

004/III. ed. Amsterdam : Tinbergen Institute, 2019. (TI Discussion Paper Series; Vol. 2019, No. 004/III).

Research output: Working paperAcademic

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

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Blasques Albergaria Amaral F, Holy V, Tomanova P. Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. 004/III ed. Amsterdam: Tinbergen Institute. 2019. (TI Discussion Paper Series; 004/III).