ACD model a český kapitálový trh
This study is concerned with the autoregressive conditional duration model (ACD) and its applications on the data from the Prague Stock exchange. The ACD model is particularly suitable for the analysis of data which arrive at irregular time intervals. We treat the time between events as a stochastic...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | Czech |
| Published: |
2008
|
| Online Access: | http://www.nusl.cz/ntk/nusl-291017 |