Threshold Stochastic Conditional Duration Model for Financial Transaction Data.

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Bibliographic Details
Title:	Threshold Stochastic Conditional Duration Model for Financial Transaction Data.
Authors:	Zhongxian Men¹ zhongxianmen@gmail.com, Kolkiewicz, Adam W.¹ wakolkie@uwaterloo.ca, Wirjanto, Tony S.^1,2 twirjant@uwaterloo.ca
Source:	Journal of Risk & Financial Management. Jun2019, Vol. 12 Issue 2, p1-21. 21p.
Database:	Business Source Ultimate

Description
ISSN:	19118066
DOI:	10.3390/jrfm12020088