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Threshold Stochastic Conditional Duration Model for Financial Transaction Data.

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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
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An: 137387643
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PubType: Academic Journal
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  Data: Threshold Stochastic Conditional Duration Model for Financial Transaction Data.
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  Data: <searchLink fieldCode="AR" term="%22Zhongxian+Men%22">Zhongxian Men</searchLink><relatesTo>1</relatesTo><i> zhongxianmen@gmail.com</i><br /><searchLink fieldCode="AR" term="%22Kolkiewicz%2C+Adam+W%2E%22">Kolkiewicz, Adam W.</searchLink><relatesTo>1</relatesTo><i> wakolkie@uwaterloo.ca</i><br /><searchLink fieldCode="AR" term="%22Wirjanto%2C+Tony+S%2E%22">Wirjanto, Tony S.</searchLink><relatesTo>1,2</relatesTo><i> twirjant@uwaterloo.ca</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Risk+%26+Financial+Management%22">Journal of Risk & Financial Management</searchLink>. Jun2019, Vol. 12 Issue 2, p1-21. 21p.
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      – Type: doi
        Value: 10.3390/jrfm12020088
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      – Code: eng
        Text: English
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        PageCount: 21
        StartPage: 1
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      – TitleFull: Threshold Stochastic Conditional Duration Model for Financial Transaction Data.
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            NameFull: Zhongxian Men
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            NameFull: Kolkiewicz, Adam W.
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              Text: Jun2019
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              Y: 2019
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