Download Shareware and Freeware Software for Windows, Linux, Macintosh, PDA

line Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

Serving Software Downloads in 976 Categories, Downloaded 30.067.970 Times

Estimation and Simulation of ACD models in MatLab 1.0

  Date Added: May 25, 2013  |  Visits: 318

Estimation and Simulation of ACD models in MatLab

Report Broken Link
Printer Friendly Version


Product Homepage
Download (22 downloads)

This submission includes functions and scripts for the estimation and simulation of ACD (autoregressive conditional duration) models. The zip file includes: - Scripts and functions for Estimation of an ACD(q,p) model with exponential or weibull distribution- Scripts and functions for Simulation of an ACD(q,p) model with exponential or weibull distribution- Scripts for cool plots/movies of weibull, burr and generalized gamma distributions.- Scripts and functions for visualizing the log likelihood space of the model (the figure showed at file submission) References: ENGLE, R, RUSSEL. Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data. Econometrica, Vol. 66, N. 5, pp 1127-1162, 1998. DUFOUR, A., ENGLE, R. The ACD Model: Predictability of the Time between Consecutive Trades. ICMA d-deOCt Discussion Papers in Finance, n. 5, 2000.

Requirements: No special requirements
Platforms: Matlab
Keyword: Autoregressive Conditional Consecutive Discussion Duration Econometrica Engle Figure Finance Irregularly Model Papers References Russel Showed Spaced Trades Transaction
Users rating: 0/10

License: Freeware Size: 30.72 KB
ESTIMATION AND SIMULATION OF ACD MODELS IN MATLAB RELATED
Games  -  Wordgo 1.6.0.0
Wordgo - Lingo with a twist You must figure out the correct word by guessing. Right spaced letters highlighted in green, correct letters but misplaced highlighted in yellow. If the word is too hard to figure out, you can use some...
22 MB  
Development Tools  -  Synfire 1.0
The accompanying code is the simulation of a simplified version of a synfire chain in a cortical network, inspired by the ideas of Abeles (1982, 1991), Bienenstock (1995), and Diesmann et al. (1999). In a synfire chain groups, or pools, of neurons...
10 KB  
Education  -  AANA MOC 1.4
The AANA Arthroscopy Self Assessment Program (ASAP) is designed to assist practicing physicians and surgeons in identifying areas for improvement in the clinical area of orthopaedic Sports Medicine and Arthroscopy and provides the opportunity to...
20.9 MB  
Health & Fitness  -  Zen Awakener Alarm 2.5.0.0
Why not ease into waking up? Whether awakening from sleep to a new day or arising from deep meditation, Zen Awakener creates a progression of resonant sounds based on the "Golden Ratio" that lure you out of the depths rather than a sudden nerve...
2 MB  
Network & Internet  -  Discussion Moderation 1.2
Discussion Moderation provides a small Plone product which enables moderation of CMF Discussion Items. Discussion Moderation (qDiscussionModeration) is simple Plone product which enables moderation of CMF Discussion Items. Admin receives email...
5.12 KB  
Modules  -  Conditional Stylesheets 6.x- 1.0
And the normal base theme stylesheet overriding/removing rules apply to conditional-stylesheets as well.The Conditional stylesheets module only reads your theme's .info file when the theme registry is rebuilt, so, just like standard stylsheets,...
 
Modules  -  Customized Shipping Duration Message 1.0
There was a requirement for the customization for the shipping duration text which is displayed when the Order is successfully processed. This message should be editable as per the Store manager's convinience.
 
Modules  -  Conditional Stylesheets 6.x- 1.0
And the normal base theme stylesheet overriding/removing rules apply to conditional-stylesheets as well.The Conditional stylesheets module only reads your theme's .info file when the theme registry is rebuilt, so, just like standard stylsheets,...
 
Modules  -  Conditional Stylesheets 6.x- 1.0
And the normal base theme stylesheet overriding/removing rules apply to conditional-stylesheets as well.The Conditional stylesheets module only reads your theme's .info file when the theme registry is rebuilt, so, just like standard stylsheets,...
 
Discussion Boards  -  Discussion Moderation 1.2
Discussion Moderation (qDiscussionModeration) is simple Plone product which enables moderation of CMF Discussion Items. Admin receives email notifications about new comment and is able to delete or publish it. The product uses monkey patch to...
 
NEW DOWNLOADS IN SCRIPTS, DEVELOPMENT TOOLS
Scripts  -  Free Ecommerce website creator 1.2
Free Ecommerce website creator is a free PHP shop creating script. This allows you to put a online shop on your own website. Create your own free ecommerce website for Your Business. Create an online shop using easyGUI online shop creator. The...
1.44 KB  
Scripts  -  MochiGames PHP Script ZDR 1.00
MochiGames PHP Script ZDR is web site, ready for use, for flash games. These flash games are downloaded automatically by "MochiGames PHP Script ZDR" from MochiGames media. The use of the games is free, you can use your own Mochi Publisher ID and...
368.54 KB  
Scripts  -  Php Chat 2.0
Add a free php site, single sign-on and multiple skins, 100% free 1. Server Modes: The chat server has paid mode and free mode. If the free chat mode, a free chat room will be assigned to your website with your domain as the room name. 2....
938.87 KB  
Scripts  -  Nibbleblog 3.0.1
Nibbleblog it's a powerful engine for creation and manipulation of BLOG's completely free. Very simple to install and configure (Only 1 step). The database used is based on XML files and this way it is not necessary to use MySQL or similar DBMS....
371.09 KB  
Scripts  -  PHP File Manager | CloudOsys 2.9b8
CloudOsys is a PHP file manager, a tool that allows your visitors upload files such as media content directly to your website. Your visitors will upload files directly to your website, where they can share and comment on them. Through cloud...
1.41 MB  
Development Tools  -  VMP Viewer 1.0
This is a very rudimentary tool to visualize the VMP files generated by BrainVoyager. Useful to share files with people who do not have BV.
10 KB  
Development Tools  -  7-Zip for Script 4.42
7-Zip is a file archiver with a high compression ratio.Features:- High compression ratio in new 7z format with LZMA compression- Supported formats:- Packing / unpacking: 7z, ZIP, GZIP, BZIP2 and TAR- Unpacking only: RAR, CAB, ISO, ARJ, LZH, CHM,...
624.64 KB  
Development Tools  -  PHP Docbook Displayer for Scripts 1.0b
PHP Docbook Displayer provides XSL and CSS stylesheets, and PHP scripts, to generate easily and dynamically websites from Docbook files.It aims at simplifying to the max the web publication process : simply drop the docbook file under the site root !
102.4 KB  
Development Tools  -  WP Translate 1.0
This simple language translation plugin allows your users to quickly translate your webpages, through a widget on your blog.You have the option to select the title of the Widget, which will be displayed above the language translation form. Users...
10 KB  
Development Tools  -  save2word 1.0
A simple function to copy figure from MATLAB into MS Word automatically. It is a modification of saveppt (a function in File exchange) that save figures to MS Powerpoint.
10 KB