A family of autoregressive conditional duration models

Marcelo Fernandes () and Joachim Grammig ()

No 501, Economics Working Papers (Ensaios Economicos da EPGE) from Graduate School of Economics, Getulio Vargas Foundation (Brazil)

New Economics Papers: this item is included in nep-ecm, nep-ets and nep-fin
Date: Written
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Related works:
Working Paper: A Family of Autoregressive Conditional Duration Models (2002)
Working Paper: A family of autoregressive conditional duration models (2001)
Journal Article: A family of autoregressive conditional duration models (2006)
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