Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data.

Ranjan R. Chakravarty Sudhanshu Pani

Published in: Algorithmic Finance (2022)

Keyphrases

database
data sets
data processing
training data
complex data
data sources
application domains
small number
historical data
noisy data
raw data
image data
prior knowledge
data structure
computer systems
missing data
data distribution
missing values
network structure
knowledge discovery
data objects
data points