The stochastic conditional duration model: a latent variable model for the analysis of financial durations

Bauwens, LucVeredas, David2017-12-022017-12-022004http://hdl.handle.net/20.500.12127/5252enAccounting & FinanceThe stochastic conditional duration model: a latent variable model for the analysis of financial durationsJournal of Econometrics1925191818746501