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Search: subject:"Negative binomial distribution"
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Zero-inflated autoregressive conditional duration model for discrete trade durations with excessive zeros
Blasques, Francisco
;
Holý, Vladimír
;
Tomanová, Petra
-
2019
-inflated
negative
binomial
distribution
with score dynamics. We establish the invertibility of the score filter. Additionally, we derive …
Persistent link: https://www.econbiz.de/10011954223
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2
Crossing the hurdle: the determinants of individual scientific performance
Baccini, Alberto
;
Barabesi, Lucio
;
Cioni, Martina
; …
-
2013
Persistent link: https://www.econbiz.de/10011856875
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3
Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
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