Open access
Aug 2026
A flexible Sine Alpha Power Weibull ACD model
High-frequency financial markets generate data at irregular intervals, and durations, defined as the elapsed time between successive market events play a key role in modeling market volatility and liquidity. Classical innovation distributions frequently fall short of capturing the heavy tails, skewness, and intricate c...
Omer Mohamed Egeh, P. Ngare, J. Aduda et al.
· Frontiers in Applied Mathema... · 0 citations