Investigation of the Trade Durations with Autoregressive Conditional Duration Model : Evidence from Borsa Istanbul
Year of publication: |
2023
|
---|---|
Authors: | Baran, Ümit Altay ; Karahan, Cenk C. |
Publisher: |
[S.l.] : SSRN |
Subject: | Dauer | Duration | Schätzung | Estimation | Statistische Bestandsanalyse | Duration analysis | Marktmikrostruktur | Market microstructure | Türkei | Turkey | Autokorrelation | Autocorrelation |
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