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Revision as of 11:13, 7 July 2024

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The stochastic conditional duration model: a latent variable model for the analysis of financial durations
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    The stochastic conditional duration model: a latent variable model for the analysis of financial durations (English)
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    7 March 2014
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    duration
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    hazard function
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    market microstructure
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    latent variable model
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