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Time-varying mixing weights in mixture autoregressive conditional duration models
De Luca, Giovanni
;
Gallo, Giampiero M.
- In:
Econometric reviews
28
(
2009
)
1/3
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pp. 102-120
Persistent link: https://www.econbiz.de/10003800670
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Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models
Luca, Giovanni De
;
Gallo, Giampiero M.
- In:
Econometric reviews
28
(
2008
)
1
,
pp. 102-121
Persistent link: https://www.econbiz.de/10009266580
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