A semiparametric conditional duration model (Q485700)

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A semiparametric conditional duration model
scientific article

    Statements

    title
    A semiparametric conditional duration model (English)
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    author
    Mardi Dungey
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    Xiangdong Long
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    Aman Ullah
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    Yun Wang
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    publication date
    14 January 2015
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    zbMATH Keywords
    duration
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    nonparametric estimator
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    semiparametric model
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G05
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    91G70
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    zbMATH DE Number
    6386020
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