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Autor:
Nácovský, Patrik
This bachelor thesis deals with ACD (autoregressive conditional duration) model, which is used to estimate durations of time series of financial transaction data. First, duration and time series are defined formally as well as with the intuitive way.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::8d602e89f77a9d50890fbd1d07f9da17
http://www.nusl.cz/ntk/nusl-405276
http://www.nusl.cz/ntk/nusl-405276
