Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models
| Year of publication: |
2009
|
|---|---|
| Authors: | Luca, Giovanni ; Gallo, Giampiero |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 28.2009, 1, p. 102-120
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