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Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data

Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Econometrica CrossRef

Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data

Econometrica , Volume 66 (5): 1127 – Sep 1, 1998

Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data

Econometrica , Volume 66 (5): 1127 – Sep 1, 1998

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Publisher
CrossRef
ISSN
0012-9682
DOI
10.2307/2999632
Publisher site
See Article on Publisher Site

Abstract

Journal

EconometricaCrossRef

Published: Sep 1, 1998

There are no references for this article.