Non-monotonic hazard functions and the autoregressive conditional duration model

✍ Scribed by Joachim Grammig; Kai-Oliver Maurer

• Book ID: 108513011
• Publisher: John Wiley and Sons
• Year: 2000
• Tongue: English
• Weight: 705 KB
• Volume: 3
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/1368-423x.00037