(a) Use a histogram to graph the empirical distribution of the duration times between American Airline trades....

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(a) Use a histogram to graph the empirical distribution of the duration times between American Airline trades. Compare the graph with Figure 2.9.

Figure 2.9.

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(b) Interpret the shape of the distribution of durations times.

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Financial Econometric Modeling

ISBN: 9781633844605

1st Edition

Authors: Stan Hurn, Vance L. Martin, Jun Yu, Peter C.B. Phillips

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Question Posted: May 04, 2024 12:00 AM

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(a) Use a histogram to graph the empirical distribution of the duration times between American Airline trades....

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0 8- Density 1 15 20 40 60 80 100 Duration (secs)

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Financial Econometric Modeling

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