Alfred-Herrhausen-Allee 1
Eschborn, 65760
Germany
http://www.arcor.de/
Arcor AG & Co. KG
Financial transaction data, autoregressive conditional duration models, nonlinear time series models, finite mixture distributions, Markov switching models, EM algorithm, market microstructure theory
High Frequency Data, Market Microstructure, Sequential Trade Models, Count Data Models, Mixture Distributions, Markov Switching Models