The stochastic conditional duration model: a latent variable model for the analysis of financial durations
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DOI: 10.1016/S0304-4076(03)00201-X
Note: In : Journal of Econometrics, 119, 381-412, 2004
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- Bauwens, Luc & Veredas, David, 2004. "The stochastic conditional duration model: a latent variable model for the analysis of financial durations," Journal of Econometrics, Elsevier, vol. 119(2), pages 381-412, April.
References listed on IDEAS
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