Comparison of Financial Duration .zip

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本附件包括：

• dtyfcacd.src
• XONQP18_BETA_OACD_O.fmt
• XONQP18_BETA_LNWACD2_O.fmt
• XONQP18_BETA_LNWACD1_O.fmt
• XONQP18_BETA_GGLACD1_O.fmt
• XONQP18_BETA_GGACD_O.fmt
• XONQP18_BETA_EACD_O.fmt
• XONQP18_BETA_BACD_O.fmt
• XONQP18.fmt
• tmp.tkf
• tacd.src
• Tacd.dec
• svddeflt.ext
• svd_h.src
• PROBE_O.OUT
• highfreq.src
• HIGHFREQ.EXT
• HIGHFREQ.DEC
• graphic.tkf
• gammafm.src
• formike.prg
• ectj037.pdf
• XONQP18_BETA_WACD_O.fmt

Modeling the Interdependence of Volatility and Inter-Transaction Duration Processes.ZIP

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本附件包括：

• JOE-1E.OUT
• M21.DAT
• gmm_est.rof
• AG201276_B_GMM1.fmt
• highfreq.rof
• HIGHFREQ.DEC
• HIGHFREQ.EXT
• highfreq.src
• joe_m14.prg
• M21.DHT

Non-parametric Specification Tests for Conditional Duration Models.zip

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Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model.zip

大小:19.34 KB

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本附件包括：

• ba_bacd_o.fmt
• ba_eacd_o.fmt
• ba_wacd_o.fmt
• dis_bacd_o.fmt
• dis_eacd_o.fmt
• xon_wacd_o.fmt
• ectj.dec
• ectj.ext
• ECTJ.OUT
• ectj.prg
• ectj.src
• ibm_bacd_o.fmt
• ibm_eacd_o.fmt
• ibm_wacd_o.fmt
• ko_bacd_o.fmt
• ko_eacd_o.fmt
• ko_wacd_o.fmt
• xon_bacd_o.fmt
• xon_eacd_o.fmt
• dis_wacd_o.fmt
• readme.txt

Comparing ACD model.pdf

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Modeling the interdependence of volatility and inter-transaction duration processes.pdf

大小:291.35 KB

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Non-parametric Specification Tests for Conditional Duration Models .pdf

大小:556.63 KB

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Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model.pdf

大小:705.31 KB

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