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

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Revision as of 21:47, 28 June 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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