The stochastic conditional duration model: a latent variable model for the analysis of financial durations
| Authors: | BAUWENS, Luc ; VEREDAS, David |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Econometrics, 119, 381-412, 2004 Number -1688 |
| Other identifiers: | 10.1016/S0304-4076(03)00201-X [DOI] |
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Persistent link: https://www.econbiz.de/10010927624