A generalized gamma autoregressive conditional duration model

by Asger Lunde

Year of publication:	1999
Authors:	Lunde, Asger
Published in:	Econometric modelling of durations between economic events. - Århus. - 1999, p. 31-68
Subject:	Zeitreihenanalyse \| Time series analysis \| Dauer \| Duration \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Schätzung \| Estimation \| Börsenkurs \| Share price \| USA \| United States

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