Forecasting transaction rates
the autoregressive conditional duration model
Edición de la obra Forecasting transaction rates
| Autor | R. F. Engle |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 1994 |
| Lugar | Cambridge, MA |
| Idioma | inglés |
| Páginas | 45 |
| Serie | NBER working paper series -- working paper no. 4966 · Working paper series (National Bureau of Economic Research) -- working paper no. 4966. |
| Número de Cutter | E58f |