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Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information.

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Title: Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information.
Authors: Toyabe, Tomoki1 toyabet.fac.econ@keio.jp, Nakatsuma, Teruo2
Source: Journal of Risk & Financial Management. Oct2022, Vol. 15 Issue 10, p470-N.PAG. 25p.
Database: Business Source Ultimate
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  Data: Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Risk+%26+Financial+Management%22">Journal of Risk & Financial Management</searchLink>. Oct2022, Vol. 15 Issue 10, p470-N.PAG. 25p.
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        Value: 10.3390/jrfm15100470
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      – Code: eng
        Text: English
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        PageCount: 25
        StartPage: 470
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      – TitleFull: Stochastic Conditional Duration Model with Intraday Seasonality and Limit Order Book Information.
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            NameFull: Toyabe, Tomoki
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              Text: Oct2022
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              Y: 2022
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