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ACD - autoregressive conditional duration

ACD stands for autoregressive conditional duration

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How to abbreviate autoregressive conditional duration? autoregressive conditional duration can be abbreviated as ACD What does ACD stand for? ACD stands for autoregressive conditional duration. What does autoregressive conditional duration mean?In financial econometrics, an autoregressive conditional duration (ACD, Engle and Russell (1998)) model considers irregularly spaced and autocorrelated intertrade durations.

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ACD - autoregressive conditional duration

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Alternative definitions of ACD

View 121 other definitions of ACD on the main acronym page

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