Some Statistical Models for Durations and their Applications in Finance

نویسندگان

  • Shelton Peiris
  • David Allen
  • Wenling Yang
چکیده

This paper considers a ew class of time series models called Autoregressive Conditional Duration (ACD)models.Various statistical properties of this class of ACD models are given. A minimum mean square error (mmse)forecast function is obtained as it plays a important role in many practical applications.The theory is illustrated using a potential application based on financial data.

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تاریخ انتشار 2003