The stochastic conditional duration model : a latent variable model for the analysis of financial durations
Year of publication: |
2004
|
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Authors: | Bauwens, Luc ; Veredas, David |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 119.2004, 2, p. 381-412
|
Subject: | Börsenkurs | Share price | Dauer | Duration | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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