The stochastic conditional duration model: a latent factor model for the analysis of financial durations
| Year of publication: |
2004
|
|---|---|
| Authors: | Veredas, David |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of econometrics (2004) v.119 n° 2,p.381-412 |
| Source: |
Persistent link: https://www.econbiz.de/10010600634