A Smooth Transition Autoregressive Conditional Duration Model
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Publication:5452767
DOI10.2202/1558-3708.1313zbMath1260.91183OpenAlexW1993893811MaRDI QIDQ5452767
Publication date: 4 April 2008
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1313
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