Modeling ultra-high frequency trade durations with ACD type of models

Belfrage, M. (Speaker)
Rosenqvist, G. (Speaker)

Finance, Helsinki

Activity: Talk or presentation › Oral presentation

Period	03.07.2023 → 07.07.2023
Event title	European Meeting of Statisticians
Event type	Conference
Conference number	24
Location	Warsaw, PolandShow on map
Degree of Recognition	International

Documents & Links

https://ems2023.org/program

Related content

Research output
Modeling ultra-high frequency trade durations with ACD type of models
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Projects
Trade durations in the ultra-high frequency stock market
Project: Externally funded project