Bounds for the probability distribution function of the linear ACD process (Q1770076): Difference between revisions

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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
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+A family of autoregressive conditional duration models
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+Bathtub and Related Failure Rate Characterizations
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+Non‐monotonic hazard functions and the autoregressive conditional duration model
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+On the Distributional Properties of GARCH Processes
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