The stochastic conditional duration model: a latent variable model for the analysis of financial durations
Bauwens, Luc Veredas, David
Bauwens, Luc
Veredas, David
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Publication Type
Journal article
Editor
Supervisor
Publication Year
2004
Journal
Journal of Econometrics
Book
Publication Volume
119
Publication Issue
2
Publication Begin page
381
Publication End page
412
Publication Number of pages
Abstract
Research Projects
Organizational Units
Journal Issue
Keywords
Accounting & Finance