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Nonparametric analysis of a duration model with stochastic unobserved heterogeneity

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Estimation of the stochastic conditional duration model via alternative methods

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Stochastic Conditional Duration Model with a Mixture-of-Normal Error Distribution : Theoretical Properties and Monte-Carlo Results

Xu, Dinghai - 2013

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Essays in the econometrics of dynamic duration models with application to tick by tick financial data

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Mixed hitting-time models

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duration analysis. …

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Asymmetric stochastic conditional duration model :a mixture of normals approach

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Time-deformation modeling of stock returns directed by duration processes

Feng, Dingan; Song, Peter X.-K.; Wirjanto, Tony S. - In: Econometric reviews 34 (2015) 1/5, pp. 480-511

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Bayesian analysis of asymmetric stochastic conditional duration model

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Asymmetric stochastic conditional duration model a mixture of normal approach

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On the intraday periodicity duration adjustment of high-frequency data

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