Conditional Duration Model and the Unobserved Market Heterogeneity of Traders: An Infinite Mixture of Non-Exponentials
This paper extends the conditional duration model proposed by Luca & Zuccolotto (2003) proposing an infinite mixture of distributions based on non-exponentials that account for the unobserved market heterogeneity of traders. The model we propose takes into account the fact that reaction times follow...
Salvato in:
| Pubblicato in: | Revista Colombiana de Estadística |
|---|---|
| Autori principali: | , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Universidad Nacional de Colombia
2016
|
| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=89946455010 |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|