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A MULTISCALE STOCHASTIC CONDITIONAL DURATION MODEL.

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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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 120775835
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: A MULTISCALE STOCHASTIC CONDITIONAL DURATION MODEL.
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  Data: <searchLink fieldCode="JN" term="%22Annals+of+Financial+Economics%22">Annals of Financial Economics</searchLink>. Dec2016, Vol. 11 Issue 4, p1650020-1-1650020-28. 28p. 6 Charts, 10 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=120775835
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1142/S2010495216500202
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      – Code: eng
        Text: English
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        PageCount: 28
        StartPage: 1650020-1
    Titles:
      – TitleFull: A MULTISCALE STOCHASTIC CONDITIONAL DURATION MODEL.
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            NameFull: ZHONGXIAN MEN
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            NameFull: WIRJANTO, TONY S.
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            NameFull: KOLKIEWICZ, ADAM W.
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              M: 12
              Text: Dec2016
              Type: published
              Y: 2016
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              Value: 11
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              Value: 4
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            – TitleFull: Annals of Financial Economics
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