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searching for Autoregressive conditional duration 1 found (5 total)

alternate case: autoregressive conditional duration

Robert F. Engle (841 words) [view diff] case mismatch in snippet view article find links to article

others (link) Engle, Robert F.; Russell, Jeffrey R. (1998). "Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data". Econometrica