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Volumn 104, Issue 1, 2001, Pages 179-207

A nonlinear autoregressive conditional duration model with applications to financial transaction data

Author keywords

Autoregressive conditional duration; Duration models; Market microstructure; Nonlinear time series; Structural break

Indexed keywords


EID: 0011247415     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00063-X     Document Type: Article
Times cited : (192)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.