A semiparametric conditional duration model
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DOI: 10.1016/j.econlet.2014.06.013
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- Aman Ullah & Mardi Dungey & Xiangdong Long & Yun Wang, 2014. "A Semiparametric Conditional Duration Model," Working Papers 201408, University of California at Riverside, Department of Economics.
References listed on IDEAS
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More about this item
Keywords
Duration; Nonparametric estimator; Semiparametric model;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G0 - Financial Economics - - General
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