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

Luc Bauwens; David Veredas

Year of publication:	2004
Authors:	Bauwens, Luc ; Veredas, David
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 119.2004, 2, p. 381-412
Subject:	Börsenkurs \| Share price \| Dauer \| Duration \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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