Estimation of the stochastic conditional duration model via alternative methods (Q3548526): Difference between revisions

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Property / DOI: 10.1111/j.1368-423X.2008.00250.x / rank
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Latest revision as of 11:32, 21 December 2024

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Estimation of the stochastic conditional duration model via alternative methods
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    Estimation of the stochastic conditional duration model via alternative methods (English)
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    15 December 2008
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    empirical characteristic function
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    irregularly spaced data
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    duration
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    latent variable model
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