Work

A Generalized Gamma Autoregressive Conditional Duration Model

Year: 1999

Type: article

Author: Asger Lunde

Institution: Aalborg University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W89905914

FWCI: 3.439

Cites: 17

Cited by: 103

Related to: 10