Title of article
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Author/Authors
Robert F. Engle، نويسنده , , Jeffrey R. Russell، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1997
Pages
26
From page
187
To page
212
Journal title
Journal of Empirical Finance
Serial Year
1997
Journal title
Journal of Empirical Finance
Record number
130609
Link To Document