A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
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| Description | scientific article published in May 2012 |
| Author/s |
author: Frank Schorfheide Francis X. Diebold |
| Publication date | May 2012 |
| Language | English |
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| Wikipedia link | |
| Access work |
https://www.nber.org/system/files/working_papers/w18078/w18078.pdf |
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| Missing/wrong data? | Edit Wikidata item |