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The stochastic conditional duration model : a latent factor model for the analysis of financial durations

Luc Bauwens and David Veredas
Year of publication:
1999
Authors: Bauwens, Luc ; Veredas, David
Publisher: Louvain-la-Neuve : CORE
Subject: Börsenkurs | Share price | Dauer | Duration | Stochastischer Prozess | Stochastic process | Theorie | Theory
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