Time-Varying Autoregressive Conditional Duration Model
| Year of publication: |
2008-10
|
|---|---|
| Authors: | Bortoluzzo, Adriana B. ; Morettin, Pedro A. ; Toloi, Clelia M. C. |
| Institutions: | Insper Instituto de Ensino e Pesquisa |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005008789