Keyphrases
Volatility
100%
Random Boundary
100%
Transaction Price
100%
Conditional Volatility
100%
Hitting Time Model
100%
Conditional Expectation
100%
Transaction Time
100%
Conditional Specification
100%
Testable Restrictions
100%
Multiple Transactions
100%
Causality Relationship
100%
Successive Passages
100%
Multivariate Brownian Motion
100%
Passage Time
100%
Autoregressive Conditional Duration Model
100%
Mathematics
Conditionals
100%
Time Model
100%
Hitting Time
100%
Stochastics
50%
Structural Model
25%
Brownian Motion
25%
Conditional Expectation
25%
Passage Time
25%
Autoregressive Conditional Duration Model
25%
Economics, Econometrics and Finance
Volatility
100%
Levy Process
50%