Work

Periodic autoregressive conditional duration

Year: 2020

Type: report

Source: Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)

Authors: Abdelhakim Aknouche, Bader Almohaimeed, Stefanos Dimitrakopoulos

Institutions: Qassim University, University of Sciences and Technology Houari Boumediene, University of Leeds

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3147336920

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