The stochastic conditional duration model: a latent factor model for the analysis of financial durations
Luc Bauwens () and
David Veredas ()
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Published in: Journal of econometrics (2004) v.119 nÂ° 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)
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