Asymmetric stochastic conditional duration model :a mixture of normals approach

Dinghai Xu, John Knight and Tony S. Wirjanto

Year of publication:	2008
Authors:	Xu, Dinghai ; Knight, John L. ; Wirjanto, Tony S.
Publisher:	Waterloo, Ont. : Univ. of Waterloo, Dep. of Economics
Subject:	Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Dauer \| Duration \| Börsenkurs \| Share price \| Markov-Kette \| Markov chain \| Statistische Bestandsanalyse \| Duration analysis \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Schätzung \| Estimation

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