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Minimum Distance Estimation of Long-Memory Stochastic Duration Models

  • Author
  • Mauricio Zevallos
  • Abstract
  • Keywords
  • Autocovariance differences, high frequency, intertrade durations
  • Modality
  • Comunicação oral
  • Subject Area
  • ESTE 2023
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Reference

ZEVALLOS, Mauricio. Minimum Distance Estimation of Long-Memory Stochastic Duration Models. In: ESTE 2023 - Hotel Torres da Cachoeira, 2023. Available in: <https://doity.com.br/anais/este-2023/trabalho/285187>. Available in: 18/11/2024 at 00:17

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