مرکز منطقه ای اطلاع رساني علوم و فناوري - Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model

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 :

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 :