TY  - BOOK
AU  - Gramming, Joachim and Maurer, Kai Oliver
TI  - Non-monotonic hazard functions and the autoregressive conditional duration model
PY  - 2000///
KW  - Econometrics
KW  - Financial transactions data;Autoregressive conditional duration model;Hazard function;Burr Distribution;Market microstructure;Price durations;Self exciting point process
ER  -