Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data
Crossref DOI link: https://doi.org/10.1007/s00362-017-0888-6
Published Online: 2017-03-02
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Saulo, Helton
Leão, Jeremias
Leiva, Víctor
Aykroyd, Robert G.
Text and Data Mining valid from 2017-03-02
Article History
Received: 19 May 2016
Revised: 19 November 2016
First Online: 2 March 2017