Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models

✍ Scribed by Luca, Giovanni De; Gallo, Giampiero M.

• Book ID: 118203973
• Publisher: Taylor and Francis Group
• Year: 2008
• Tongue: English
• Weight: 691 KB
• Volume: 28
• Category: Article
• ISSN: 0747-4938
• DOI: 10.1080/07474930802387944