A family of autoregressive conditional duration models

Marcelo Fernandes and Joachim Grammig ()

Journal of Econometrics, 2006, vol. 130, issue 1, 1-23

Date: 2006
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Citations: View citations in EconPapers (87)

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Related works:
Working Paper: A family of autoregressive conditional duration models (2003)
Working Paper: A family of autoregressive conditional duration models (2002)
Working Paper: A family of autoregressive conditional duration models (2001)
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