A family of autoregressive conditional duration models applied to financial data

dc.contributorLeiva, Victor
dc.date.accessioned2023-04-05T00:25:54Z
dc.date.accessioned2023-05-22T13:39:07Z
dc.date.available2023-04-05T00:25:54Z
dc.date.available2023-05-22T13:39:07Z
dc.date.created2023-04-05T00:25:54Z
dc.identifierhttps://repositorio.uai.cl//handle/20.500.12858/5561
dc.identifier10.1016/j.csda.2014.05.016
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/6318987
dc.titleA family of autoregressive conditional duration models applied to financial data
dc.typeArtículo WoS


Este ítem pertenece a la siguiente institución