A nonlinear autoregressive conditional duration model with applications to financial transaction data
| Year of publication: |
2001
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|---|---|
| Authors: | Zhang, Michael Yuanjie ; Russell, Jeffrey R. ; Tsay, Ruey S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 104.2001, 1, p. 179
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