This paper provides theoretical properties and Monte-Carlo studies of a stochastic conditional duration model with … capturing various density shapes of the expected duration of financial trades as well as accommodating various types of …

multivariate duration models. …

including classical, quantile, duration, and distribution regressions. We illustrate the results with an empirical application … a tool for modeling the entire conditional distribution, encompassing duration/transformation regression, and …

Bivariate duration data frequently arise in economics, biostatistics and other areas. In "bivariate frailty models …

In this paper, we propose a general family of Birnbaum–Saunders autoregressive conditional duration (BS …