A Semiparametric Conditional Duration Model

Aman Ullah, Mardi Dungey, Xiangdong Long and Yun Wang
Additional contact information
Xiangdong Long: Bank of Communications Schroder Fund Management Co. Ltd
Yun Wang: University of International Business and Economics, China

No 201408, Working Papers from University of California at Riverside, Department of Economics

Date: 2014-09
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https://economics.ucr.edu/repec/ucr/wpaper/201408.pdf First version, 2014 (application/pdf)

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Journal Article: A semiparametric conditional duration model (2014)
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