Autoregressive conditional duration models: an application in the brazilian stock market

Bibliographic Details
Main Author: Bergmann, Daniel Reed
Publication Date: 2016
Format: Article
Language: eng
Source: Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Download full: http://www.m-hikari.com/ams/ams-2016/ams-29-32-2016/p/oliveiraAMS29-32-2016.pdf
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spelling Autoregressive conditional duration models: an application in the brazilian stock marketMERCADO DE CAPITAIS2016info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://www.m-hikari.com/ams/ams-2016/ams-29-32-2016/p/oliveiraAMS29-32-2016.pdfBergmann, Daniel Reedengreponame:Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)instname:Universidade de São Paulo (USP)instacron:USPinfo:eu-repo/semantics/openAccess2025-08-07T17:50:00Z002787589Repositório InstitucionalPUBhttp://www.producao.usp.br/oai/requestopendoar:27212025-08-07T17:50Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual) - Universidade de São Paulo (USP)false
dc.title.none.fl_str_mv Autoregressive conditional duration models: an application in the brazilian stock market
title Autoregressive conditional duration models: an application in the brazilian stock market
spellingShingle Autoregressive conditional duration models: an application in the brazilian stock market
Bergmann, Daniel Reed
MERCADO DE CAPITAIS
title_short Autoregressive conditional duration models: an application in the brazilian stock market
title_full Autoregressive conditional duration models: an application in the brazilian stock market
title_fullStr Autoregressive conditional duration models: an application in the brazilian stock market
title_full_unstemmed Autoregressive conditional duration models: an application in the brazilian stock market
title_sort Autoregressive conditional duration models: an application in the brazilian stock market
author Bergmann, Daniel Reed
author_facet Bergmann, Daniel Reed
author_role author
dc.contributor.author.fl_str_mv Bergmann, Daniel Reed
dc.subject.por.fl_str_mv MERCADO DE CAPITAIS
topic MERCADO DE CAPITAIS
publishDate 2016
dc.date.none.fl_str_mv 2016
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://www.m-hikari.com/ams/ams-2016/ams-29-32-2016/p/oliveiraAMS29-32-2016.pdf
url http://www.m-hikari.com/ams/ams-2016/ams-29-32-2016/p/oliveiraAMS29-32-2016.pdf
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
instname:Universidade de São Paulo (USP)
instacron:USP
instname_str Universidade de São Paulo (USP)
instacron_str USP
institution USP
reponame_str Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
collection Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
repository.name.fl_str_mv Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual) - Universidade de São Paulo (USP)
repository.mail.fl_str_mv
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