Non-monotonic hazard functions and the autoregressive conditional duration model

Joachim Grammig ; Kai-Oliver Maurer. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät

Year of publication:	1999
Authors:	Grammig, Joachim ; Maurer, Kai-Oliver
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Mikroökonometrie \| Microeconometrics \| ARCH-Modell \| ARCH model \| Dauer \| Duration \| Marktmikrostruktur \| Market microstructure \| Aktienmarkt \| Stock market \| Schätzung \| Estimation \| Theorie \| Theory \| Deutschland \| Germany

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