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 Date: 2013-01-14 21:58:38Survival analysis Time series analysis Autoregressive conditional duration Autoregressive conditional heteroskedasticity |
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| First Page | Document Content | |
|---|---|---|
Date: 2013-01-14 21:58:38Survival analysis Time series analysis Autoregressive conditional duration Autoregressive conditional heteroskedasticity |
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Some Statistical Models for Durations and their Applications in Finance a Shelton Peirisa David Allenb and Wenling Yangc Universityof Sydney,b Edith Cowan University(ECU),Perth