The stochastic conditional duration model: a latent variable model for the analysis of financial durations
| Year of publication: |
2004
|
|---|---|
| Authors: | Bauwens, Luc ; Veredas, David |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 119.2004, 2, p. 381-412
|
| Publisher: |
Elsevier |