Semiparametric Autoregressive Conditional Duration Model: Theory and Practice

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Publication:5863565

DOI10.1080/07474938.2014.956594zbMath1491.62257OpenAlexW3124536543MaRDI QIDQ5863565

Patrick W. Saart, J. T. Gao, David E. Allen

Publication date: 3 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.956594




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