The Econometrics of Financial Duration Modeling
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Cited by:
- Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2023. "Asymptotics for the Generalized Autoregressive Conditional Duration Model," Papers 2307.01779, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2022-09-12 (Econometrics)
- NEP-ETS-2022-09-12 (Econometric Time Series)
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