[R-SIG-Finance] Question: ACD?

Yukihiro yamada yyamada1 at uoregon.edu
Thu Apr 10 19:14:48 CEST 2008


Hello everyone, 

Is it possible to perform "Autoregressive Conditional Duration" (ACD) in R? 
I'm a graduate student at U of Oregon and want to use ACD in my research project. 
Please advise. 

Best, 

Yuki



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