The stochastic conditional duration model: a latent variable model for the analysis of financial durations

Luc Bauwens and David Veredas

Journal of Econometrics, 2004, vol. 119, issue 2, 381-412

Date: 2004
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Citations: View citations in EconPapers (126)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:119:y:2004:i:2:p:381-412

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