Modeling the Interdependence of Volatility and Inter-Transaction Duration Processes

Modeling the Deutsche Telekom IPO Using a New ACD Specification - An Application of the Burr-ACD Model Using High Frequency Ibis Data

Grammig, J.,

Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model

Grammig, J.,

Non-Monotonic Hazard Functions and the Autoregressive Conditional Duration Model

Grammig, J., (1999)