The stochastic conditional duration model: a latent variable model for the analysis of financial durations (Q2439048)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The stochastic conditional duration model: a latent variable model for the analysis of financial durations |
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
