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~institution:"Departamento de Estadistica, Universidad Carlos III de Madrid"
~institution:"Department of Economics, University of Waterloo"
~subject:"Discrete Mixtures of Normal"
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Discrete Mixtures of Normal
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Departamento de Estadistica, Universidad Carlos III de Madrid
Department of Economics, University of Waterloo
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1
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach"
Xu, Dinghai
;
Knight, John
;
Wirjanto, Tony S.
-
Department of Economics, University of Waterloo
-
2008
in this paper is that there is a signicantly positive "
leverage
effect
" under both the contemporaneous and lagged inter …
Persistent link: https://www.econbiz.de/10005543349
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