A family of autoregressive conditional duration models applied to financial data

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Publication:1623666

DOI10.1016/j.csda.2014.05.016zbMath1506.62105OpenAlexW2020561376MaRDI QIDQ1623666

Jeremias Leão, Carolina Marchant, Helton Saulo, Víctor Leiva

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.05.016




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