Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data
Year of publication: |
2003
|
---|---|
Authors: | Jin, Xiaodong ; Kawczak, Janusz |
Published in: |
Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 4.2003, 1, 6, p. 103-124
|
Publisher: |
China Economics and Management Academy |
Subject: | Birnbaum-Saunders kernel | Lognormal kernel | High frequency | ACD model | Durations |
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