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A MULTISCALE STOCHASTIC CONDITIONAL DURATION MODEL.

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Bibliographic Details
Title:	A MULTISCALE STOCHASTIC CONDITIONAL DURATION MODEL.
Authors:	ZHONGXIAN MEN¹, WIRJANTO, TONY S.^1,2 twirjant@uwaterloo.ca, KOLKIEWICZ, ADAM W.¹
Source:	Annals of Financial Economics. Dec2016, Vol. 11 Issue 4, p1650020-1-1650020-28. 28p. 6 Charts, 10 Graphs.
Database:	Business Source Ultimate

Description
ISSN:	20104952
DOI:	10.1142/S2010495216500202