Estimating and simulating Weibull models of risk or price durations: An application to ACD models
| Year of publication: |
2013
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|---|---|
| Authors: | Allen, David ; Ng, K.H. ; Peiris, Shelton |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 12892786. - Vol. 25.2013, p. 214-225
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