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"On a quantile autoregressive conditional duration model."

Helton Saulo, Narayanaswamy Balakrishnan, Roberto Vila (2023)

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DOI: 10.1016/J.MATCOM.2022.06.032

access: closed

type: Journal Article

metadata version: 2022-10-26

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Helton Saulo, Narayanaswamy Balakrishnan, Roberto Vila:
On a quantile autoregressive conditional duration model. Math. Comput. Simul. 203: 425-448 (2023)

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