Estimation of the Stochastic conditional duration model via alternative methods
Knight, John and Ning, Cathy Q
Estimation of the Stochastic conditional duration model via alternative methods 2008 - 2008 - 593-616 V. 11 Issue. 3
Econometrics
Empirical Characteristic function;Irregularly spaced data;Duration;Latent variable model;
Estimation of the Stochastic conditional duration model via alternative methods 2008 - 2008 - 593-616 V. 11 Issue. 3
Econometrics
Empirical Characteristic function;Irregularly spaced data;Duration;Latent variable model;