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"In financial econometrics, an autoregressive conditional duration (ACD, Engle and Russell (1998)) model considers irregularly spaced and autocorrelated intertrade durations. ACD is analogous to GARCH. Indeed, in a continuous double auction (a common trading mechanism in many financial markets) waiting times between two consecutive trades vary at random. Definition Specifically, let ~\tau_t~ denote the duration (the waiting time between consecutive trades) and assume that ~\tau_t=\theta_t z_t ~, where z_t are independent and identically distributed random variables, positive and with \operatorname{E}(z_t) = 1 and where the series ~\theta_t~ is given by \theta_t = \alpha_0 + \alpha_1 \tau_{t-1} + \cdots + \alpha_q \tau_{t-q} + \beta_1 \theta_{t-1} + \cdots + \beta_p\theta_{t-p} = \alpha_0 + \sum_{i=1}^q \alpha_i \tau_{t-i} + \sum_{i=1}^p \beta_i \theta_{t-i} and where ~\alpha_0>0~ , \alpha_i\ge 0, \beta_i \ge 0 , ~i>0. References * Robert F. Engle and J.R. Russell. "Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data", Econometrica, 66:1127-1162, 1998. * N. Hautsch. "Modelling Irregularly Spaced Financial Data", Springer, 2004. Time series Mathematical finance "
"Adduct purification is a technique for preparing extremely pure simple organometallic compounds, which are generally unstable and hard to handle, by purifying a stable adduct with a Lewis acid and then obtaining the desired product from the pure adduct by thermal decomposition. Epichem Limited is the licensee of the major patents in this field, and uses the trademark EpiPure to refer to adduct-purified materials; Professor Anthony Jones at Liverpool University is the initiator of the field and author of many of the important papers. The choice of Lewis acid and of reaction medium is important; the desired organometallics are almost always air- and water-sensitive. Initial work was done in ether, but this led to oxygen impurities, and so more recent work involves tertiary amines or nitrogen-substituted crown ethers. References * Professor Anthony C. Jones * Purification of dialkylzinc precursors using tertiary amine ligands Chemical reactions Separation processes "
"Lost Songs may refer to: * Lost Songs (Anberlin album) * Lost Songs (...And You Will Know Us By the Trail of Dead album) * Lost Songs (New Model Army album) * Lost Songs (The Appleseed Cast album) * Lost Songs 95–98, an album by David Gray * Lost Songs of 1936, an album by Bucky Pizzarelli, Dick Hyman, and Jay Leonhart See also *Lost Song (disambiguation) "