A nonparametric ACD model
Year of publication: |
2006-08
|
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Authors: | COSMA, Antonio ; GALLI, Fausto |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | ACD | trade durations | local-linear |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2006067 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis ; G10 - General Financial Markets. General |
Source: |
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Cosma, Antonio, (2006)
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