A family of autoregressive conditional duration models
| Year of publication: |
2006
|
|---|---|
| Authors: | Fernandes, Marcelo ; Grammig, Joachim |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 130.2006, 1, p. 1-23
|
| Publisher: |
Elsevier |