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Bivariate autoregressive conditional models: A new method for jointly modeling duration and number of transactions of irregularly spaced financial data
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Overview
authors
Saulo, Helton
Pal, Suvra
Vila, Roberto
publication date
June 23, 2023
Research
keywords
62F99, 62M99
G.0; G.3
stat.AP
Identity
Digital Object Identifier (DOI)
10.48550/arxiv.2306.13764