A family of autoregressive conditional duration models
Work
Year: 2004
Type: article
Source: Journal of Econometrics
Authors Marcelo Fernandes, Joachim Grammig
Institutions Fundação Getulio Vargas, University of Tübingen
Cites: 21
Cited by: 187
Related to: 10
FWCI: 7.307
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: green