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. - Elsevier, ISSN 0304-4076. - Vol. 119.2004, 2, p. 381-412
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Publisher: |
Elsevier |
Saved in:
Online Resource
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