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

Luc Bauwens () and David Veredas ()

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2004
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Published in: Journal of econometrics (2004) v.119 n° 2,p.381-412

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Working Paper: The stochastic conditional duration model: a latent factor model for the analysis of financial durations (1999) Downloads
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