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...
-д хадгалсан:
| -д хэвлэсэн: | Revista Colombiana de Estadística |
|---|---|
| Үндсэн зохиолчид: | , |
| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Universidad Nacional de Colombia
2016
|
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.redalyc.org/articulo.oa?id=89946455010 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
|