Zero-inflated autoregressive conditional duration model for discrete trade durations with excessive zeros
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F24%3A00059512" target="_blank" >RIV/61384399:31140/24:00059512 - isvavai.cz</a>
Result on the web
<a href="https://www.degruyter.com/document/doi/10.1515/snde-2022-0008/html" target="_blank" >https://www.degruyter.com/document/doi/10.1515/snde-2022-0008/html</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1515/snde-2022-0008" target="_blank" >10.1515/snde-2022-0008</a>
Alternative languages
Result language
angličtina
Original language name
Zero-inflated autoregressive conditional duration model for discrete trade durations with excessive zeros
Original language description
Main topics of the document: financial high-frequency data; autoregressive conditional duration model; zero-inflated negative binomial distribution; generalized autoregressive score model
Czech name
—
Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA23-06139S" target="_blank" >GA23-06139S: Dynamic Score-Driven Models in Operations Research</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Studies in nonlinear dynamics & econometrics
ISSN
1081-1826
e-ISSN
1558-3708
Volume of the periodical
28
Issue of the periodical within the volume
5
Country of publishing house
DE - GERMANY
Number of pages
30
Pages from-to
673-702
UT code for WoS article
001105178300001
EID of the result in the Scopus database
2-s2.0-85180234257