Bounds for the probability distribution function of the linear ACD process

Statistics and Probability Letters

Volumn 68, Issue 2, 2004, Pages 169-176

  Fernandes, Marcelo ^a  

^a FUNDAÇÃO GETÚLIO VARGAS   (Brazil)

Author keywords

Autoregressive conditional duration model; Distribution lower bound; Financial duration analysis; Nonlinear models

Indexed keywords

EID: 2542448167     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.02.008     Document Type: Article

References (11)

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