The stochastic conditional duration model: a latent variable model for the analysis of financial durations (Q2439048): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:14, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The stochastic conditional duration model: a latent variable model for the analysis of financial durations |
scientific article |
Statements
The stochastic conditional duration model: a latent variable model for the analysis of financial durations (English)
0 references
7 March 2014
0 references
duration
0 references
hazard function
0 references
market microstructure
0 references
latent variable model
0 references