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Autoregressive conditional duration
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#	Item
1	Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1 Add to Reading List Source URL: www.ism.ac.jp Language: English - Date: 2016-06-28 03:34:41 Time series analysis Statistics Time series models Autoregressive conditional heteroskedasticity Noise CUSUM Time series Autoregressive conditional duration Economic model Autoregressive model Parameter ACD
2	Evidence for Autoregressive Conditional Heteroskedastic errors in growth traits of beef cattle* Add to Reading List Source URL: www.archanimbreed.com Language: English - Date: 2016-01-06 06:20:57 Time series analysis Econometrics Autoregressive conditional heteroskedasticity Autoregressive conditional duration Heteroscedasticity Normal distribution Linear regression Least squares
3	ISSN: Department of Economics and Management DEM Working Paper Series Add to Reading List Source URL: economia.unipv.it Language: English - Date: 2012-11-12 10:31:02 Econometrics Probability distributions Time series analysis Stable distributions Autoregressive conditional heteroskedasticity Normal distribution Skewness Heteroscedasticity Unobserved heterogeneity in duration models
4	Conditional Beta Capital Asset Pricing Model (CAPM) and duration dependence tests Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 21:53:28 Finance Financial markets Capital asset pricing model Beta Weibull distribution Efficient-market hypothesis Autoregressive conditional heteroskedasticity Survival analysis Kenneth French Economics Financial economics Mathematical finance
5	Curriculum Vitae for WAI KEUNG LI Ph. D. Department of Statistics & Actuarial Science Add to Reading List Source URL: lx2.saas.hku.hk Language: English - Date: 2014-10-29 02:24:37 Autoregressive conditional heteroskedasticity Time series Linear regression Unit root test Autoregressive–moving-average model Akaike information criterion Autoregressive conditional duration Threshold model Heteroscedasticity Statistics Time series analysis Econometrics
6	Some Statistical Models for Durations and their Applications in Finance a Shelton Peirisa David Allenb and Wenling Yangc Universityof Sydney,b Edith Cowan University(ECU),Perth Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-14 21:58:38 Survival analysis Time series analysis Autoregressive conditional duration Autoregressive conditional heteroskedasticity
7	Novemberrevised NovemberA Model for the Federal Funds Rate Target∗ Abstract This paper is a statistical analysis of the manner in which the Federal Reserve determines the level Add to Reading List Source URL: econweb.ucsd.edu Language: English - Date: 2008-03-07 14:29:38 Autoregressive conditional duration Federal funds rate Autoregressive conditional heteroskedasticity Exponential smoothing Forecasting Robert F. Engle Federal Reserve System Time series Monetary policy Time series analysis Statistics Economics
8	Inference for generalized duration models A. Thavaneswaran Department of Statistics, University of Manitoba, Canada March 22, 2013 Add to Reading List Source URL: www.statistics.gov.hk Language: English - Date: 2013-08-22 04:39:21 Econometrics Estimating equations Autoregressive conditional heteroskedasticity Autoregressive conditional duration Time series Economic model Outline of regression analysis Time series analysis Statistics Estimation theory
9	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Modelling the Relationship between Duration and Magnitude of Changes in Asset Prices F. Chan Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:05:49 Mathematical finance Econometrics Autoregressive conditional heteroskedasticity Estimation theory Normal distribution Volatility Autoregressive conditional duration Log-normal distribution Maximum likelihood Statistics Logic Time series analysis
10	Ann Inst Stat Math[removed]:129–156 DOI[removed]s10463[removed]Generalized duration models and optimal estimation using estimating functions Aerambamoorthy Thavaneswaran · Add to Reading List Source URL: www.ism.ac.jp Language: English - Date: 2015-01-29 19:19:35 Autoregressive conditional duration Regression analysis Estimation theory Statistics Estimating equations

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