The stochastic conditional duration model: a latent variable model for the analysis of financial durations (Q2439048)
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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 |
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The stochastic conditional duration model: a latent variable model for the analysis of financial durations (English)
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7 March 2014
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duration
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hazard function
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market microstructure
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latent variable model
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