Estimation of the stochastic conditional duration model via alternative methods (Q3548526)
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scientific article; zbMATH DE number 5382498
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| English | Estimation of the stochastic conditional duration model via alternative methods |
scientific article; zbMATH DE number 5382498 |
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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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0.8957783
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0.89238113
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0.8862972
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0.88480014
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0.8835443
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0.88322204
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0.8822776
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0.87970096
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